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Backward stochastic partial differential equations related to utility maximization and hedging

✍ Scribed by M. Mania; R. Tevzadze

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 593 KB
Volume: 153
Category: Article
ISSN: 1573-8795
DOI: 10.1007/s10958-008-9129-9

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