scientific article

zbMath1331.91179MaRDI QIDQ2790464

Kiseop Lee, Philip E. Protter

Publication date: 4 March 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (9)

Informed traders' hedging with news arrivals ⋮ LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK ⋮ Comparison of numerical methods on pricing equations with non-Lévy jumps ⋮ On pricing and hedging options in regime-switching models with feedback effect ⋮ Asset liquidity and the valuation of derivative securities ⋮ A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION ⋮ Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model ⋮ Numerical study for European option pricing equations with non-levy jumps ⋮ Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering

This page was built for publication: