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Search: subject:"Feynman-Kac formula"
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Feynman-Kac formula
2
Cointegration
1
Delta hedging
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Dupire, Bruno
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IMA journal of management mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
Lei, Qian
;
Pun, Chi Seng
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 190-256
Persistent link: https://www.econbiz.de/10014471215
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2
Functional Itô calculus
Dupire, Bruno
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
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3
Optimal investment and consumption in a continuous-time co-integration model
Shen, Yang
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 501-530
Persistent link: https://www.econbiz.de/10011845245
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