Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242): Difference between revisions
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Revision as of 17:39, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps |
scientific article |
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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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