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"BSDEs, Càdlàg Martingale Problems, and Orthogonalization ..."
Ismail Laachir, Francesco Russo (2016)
- Ismail Laachir, Francesco Russo:
BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk. SIAM J. Financial Math. 7(1): 308-356 (2016)
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