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Publication:3400710
zbMath1188.91216MaRDI QIDQ3400710
Christoph Frei, Martin Schweizer
Publication date: 5 February 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingale measureminimal entropyexponential utilityBSDEBMO-martingalesindifference valuationfundamental entropyrepresentation (FER)
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