Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066): Difference between revisions

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Latest revision as of 08:02, 13 July 2024

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Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises
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    Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (English)
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    16 January 2017
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    model uncertainty
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    hedging
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    BSDEs
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    stochastic differential games
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    time-change
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    martingale random fields
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