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Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging

Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging

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KOHLMANN, Michael, Shanjian TANG, 2000. Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging

@techreport{Kohlmann2000Globa-750, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging}, year={2000}, number={2000/26}, author={Kohlmann, Michael and Tang, Shanjian} }

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Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

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