Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-04 (All new papers)
- NEP-CMP-2010-06-04 (Computational Economics)
- NEP-IAS-2010-06-04 (Insurance Economics)
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