Mathematical Finance || Riccati Equation and Viscosity...

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Mathematical Finance || Riccati Equation and Viscosity Solutions in Mean Variance Hedging

Kohlmann, Michael, Tang, Shanjian
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Volume:
10.1007/97
Year:
2001
Language:
english
DOI:
10.1007/978-3-0348-8291-0_26
File:
PDF, 1.35 MB
english, 2001
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