Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242): Difference between revisions

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Latest revision as of 05:49, 11 July 2024

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Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps
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    Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (English)
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    23 December 2015
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    backward stochastic differential equations
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    jump diffusions
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    Poisson random measure
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    Brownian motion
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    quadratic hedging strategies
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    robustness
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