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Showing 1 to 2 of 2 for “"Replication error"”.
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Mean-variance hedging in an illiquid market
… bank account that minimizes the expected square replication error at maturity. This mean-variance optimal strategy is first found when the liquidly traded asset is a local martingale under the real world probability measure through an application of the Kunita-Watanabe projection onto the space …
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Probabilistic Modelling of Replication Fidelity in Eukaryotic Genomes
Eukaryotic DNA replication is composed of a complex array of molecular biological activities compounded by the pressure for faithful replication in order to maintain genetic and genomic integrity. The constraints governing DNA replication biology is of fundamental importance to understand the …