Results for 'martingale'

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  1.  81
    On the Martingale Representation Theorem and on Approximate Hedging a Contingent Claim in the Minimum Deviation Square Criterion.Nguyen Van Huu & Quan-Hoang Vuong - 2007 - In Ta-Tsien Li Rolf Jeltsch (ed.), Some Topics in Industrial and Applied Mathematics. Shanghai, China: World Scientific. pp. 134-151.
    In this work we consider the problem of the approximate hedging of a contingent claim in the minimum mean square deviation criterion. A theorem on martingale representation in case of discrete time and an application of the result for semi-continuous market model are also given.
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  2. Being Sure and Being Confident That You Won’T Lose Confidence.Alexander R. Pruss - 2016 - Logos and Episteme 7 (1):45-54.
    There is an important sense in which one can be sure without being certain, i.e., without assigning unit probability. I will offer an explication of this sense of sureness, connecting it with the level of credence that a rational agent would need to have to be confident that she won’t ever lose her confidence. A simple formal result then gives us an explicit formula connecting the threshold α for credence needed for confidence with the threshold needed for being sure: one (...)
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