Mean-Variance Hedging When There Are Jumps (Q3427516): Difference between revisions
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Latest revision as of 02:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Hedging When There Are Jumps |
scientific article |
Statements
Mean-Variance Hedging When There Are Jumps (English)
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20 March 2007
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jump diffusion
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stochastic intensity
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doubly stochastic Poisson process
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mean-variance hedging
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incomplete markets
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backward stochastic differential equations
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default risk
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