Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging Under Multiple Defaults Risk |
scientific article |
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Mean-Variance Hedging Under Multiple Defaults Risk (English)
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20 October 2015
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mean-variance hedging
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quadratic backward stochastic differential equations
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default-density modelling
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dynamic programming
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