Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean variance hedging
Year of publication: |
2000
|
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Authors: | Kohlmann, Michael ; Tang, Shanjian |
Publisher: |
Konstanz : Universität Konstanz, Zentrum für Finanzen und Ökonometrie |
Extent: | 29 S. |
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Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. Nr. 00, 26 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Betriebswirtschaft ; Methoden und Techniken der Volkswirtschaft |
Source: |
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