Pricing of American contingent claims with jump stock price and constrained portfolios (Q2757529)
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scientific article; zbMATH DE number 1677034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of American contingent claims with jump stock price and constrained portfolios |
scientific article; zbMATH DE number 1677034 |
Statements
26 November 2001
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backward stochastic differential equation
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American contingent claims
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stock price
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hedging price
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0.9033799
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0.89789426
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0.8892516
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0.8849659
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Pricing of American contingent claims with jump stock price and constrained portfolios (English)
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