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zbMath1449.91164MaRDI QIDQ3307301

Yinghui Dong, Chao Xu

Publication date: 12 August 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reflection principle dynamic fund protections exponential protection level

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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