Stability and asymptotic analysis of theFöllmer–Schweizer decomposition on a finite probability space
Stability and asymptotic analysis of theFöllmer–Schweizer decomposition on a finite probability space
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有限概率空间上Föllmer-Schweizer分解的稳定性和渐近分析
DOI:
10.2140/involve.2020.13.607
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发表时间:
2020
期刊:
影响因子:
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通讯作者:
Mostovyi, Oleksii
中科院分区:
文献类型:
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作者:
Boese, Sarah;Cui, Tracy;Johnston, Samuel;Molino, Gianmarco;Mostovyi, Oleksii