A Robust Control Framework for Option Pricing (Q4339382)
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scientific article; zbMATH DE number 1018451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Control Framework for Option Pricing |
scientific article; zbMATH DE number 1018451 |
Statements
A Robust Control Framework for Option Pricing (English)
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9 June 1997
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option pricing
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deterministic differential games
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Itô integral
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Stratonovich integral
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Black and Scholes price
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