Hedging costs for two large investors (Q3017913)

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Hedging costs for two large investors
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    title
    Hedging costs for two large investors (English)
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    author
    Takashi Adachi
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    published in
    Stochastics
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    publication date
    20 July 2011
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    Mathematics Subject Classification ID
    91G10
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    91G20
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    93E20
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    60J25
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    49J20
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    49L25
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    zbMATH DE Number
    5929269
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    zbMATH Keywords
    large investor
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    Markov market model
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    hedging cost
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    dynamic programming
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    stochastic control
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    viscosity solution
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