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SIAM Journal on Financial Mathematics, Volume 16

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Volume 16, Number 1, 2025

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Pierre Bras, Masaaki Fukasawa:
Weak Error Rates for Numerical Schemes of Nonsingular Stochastic Volterra Equations with Application to Stochastic Volatility Models. 1-28
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Yan Dolinsky, Or Zuk:
Explicit Computations for Delayed Semistatic Hedging. 29-52
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Zongxia Liang, Sheng Wang, Jianming Xia:
Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. 12-
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Felix-Benedikt Liebrich, Cosimo Munari:
Short Communication: Revisiting the Automatic Fatou Property of Law-Invariant Functionals. 1-

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