Options on a traded account: symmetric treatment of the underlying assets (Q5215436)
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scientific article; zbMATH DE number 7165657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on a traded account: symmetric treatment of the underlying assets |
scientific article; zbMATH DE number 7165657 |
Statements
Options on a traded account: symmetric treatment of the underlying assets (English)
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10 February 2020
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passport options
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stochastic control
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exchange rates
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investment strategy
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partial differential equations
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