Bounds on mean variance hedging in jump diffusion (Q6185522)

From MaRDI portal
Revision as of 09:14, 26 August 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7796786
Language Label Description Also known as
English
Bounds on mean variance hedging in jump diffusion
scientific article; zbMATH DE number 7796786

    Statements

    title
    Bounds on mean variance hedging in jump diffusion (English)
    0 references
    publication date
    29 January 2024
    0 references
    zbMATH Keywords
    mean variance hedging
    0 references
    backward stochastic differential equation
    0 references

    Identifiers

    DOI
    10.4064/am2462-6-2023
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    93E20
    0 references
    49N10
    0 references
    zbMATH DE Number
    7796786
    0 references
    OpenAlex ID
    W4387774733
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6185522&oldid=37625311"
    Powered by MediaWiki