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mathfin-identification-strategy

separate

Use when the mathematical core of a Mathematical Finance (Wiley) manuscript is the bottleneck — adapted for a theory journal, this means assumptions, theorem statements, proof architecture, and generality, not causal/empirical identification. Stress-tests rigor before exposition is polished.

When to use

• formal properties of models
• vague assumptions
• proof gaps
• generality level
• pricing and no-arbitrage
• stochastic control
• BSDE and duality
• optimal stopping

When not to use

• empirical causal design

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