Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066): Difference between revisions
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Revision as of 11:20, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises |
scientific article |
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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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