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Publication:2771115
zbMath1004.91031MaRDI QIDQ2771115
Eckhard Platen, Martin Schweizer, David C. Heath
Publication date: 3 February 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
incomplete marketderivativeslocal risk minimizationmean variance hedgingEuropean contingent claimsMarkovian two factor model
Numerical methods (including Monte Carlo methods) (91G60) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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