A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convex duality approach for pricing contingent claims under partial information and short selling constraints |
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A convex duality approach for pricing contingent claims under partial information and short selling constraints (English)
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6 April 2017
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conjugate duality
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mathematical finance
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pricing
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partial information
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constraint stochastic optimization problem
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