"Stochastic control approach to derivative pricing and hedging in ..."

Srdjan D. Stojanovic (2007)

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DOI: 10.1109/ACC.2007.4283153

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-30

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Srdjan D. Stojanovic:
Stochastic control approach to derivative pricing and hedging in incomplete markets modeled by general Ito SDE systems: an overview and an application in FX derivatives. ACC 2007: 1115-1119

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