Inverse problem and concentration method of a continuous-in-time financial model
Year of publication: |
June 2016
|
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Authors: | Chakkour, Tarik ; Frénod, Emmanuel |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 2, p. 1-20
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Subject: | Inverse problem | financial model | concentrated measure | mathematical model | Modellierung | Scientific modelling | Unternehmenskonzentration | Market concentration | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory |
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