Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes
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Publication:558663
DOI10.1214/105051604000000846zbMath1075.60080arXivmath/0505208OpenAlexW3125580534MaRDI QIDQ558663
Martin Schweizer, Dirk Becherer
Publication date: 13 July 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505208
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