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On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

✍ Scribed by Jun Sekine

Publisher: Springer
Year: 2006
Tongue: English
Weight: 330 KB
Volume: 54
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-006-0855-4

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