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Q5412589 - MaRDI portal

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scientific article; zbMATH DE number 6289102
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scientific article; zbMATH DE number 6289102

    Statements

    author
    Ying Dong
    0 references
    Xin Ji
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    publication date
    25 April 2014
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    zbMATH Keywords
    combined option pricing
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    self-financing
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    penalty function
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    BFGS algorithm
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    Identifiers

    zbMATH DE Number
    6289102
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