Mean-Variance Hedging When There Are Jumps (Q3427516): Difference between revisions

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Revision as of 11:11, 5 March 2024

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Mean-Variance Hedging When There Are Jumps
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    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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