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zbMath1179.91243MaRDI QIDQ3400819

Michael Mania, Revaz Tevzadze

Publication date: 5 February 2010

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

zbMATH Keywords

incomplete markets partial information semimartingale mean-variance hedging

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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