Pricing financial derivatives by a minimizing method (Q5392216)
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scientific article; zbMATH DE number 5876356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing financial derivatives by a minimizing method |
scientific article; zbMATH DE number 5876356 |
Statements
8 April 2011
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backward stochastic differential equations
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convex analysis
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optimization
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financial derivatives
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complete markets
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numerical computations
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math.OC
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math.PR
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q-fin.PR
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