Hedging with Residual Risk: A BSDE Approach (Q2904884)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging with Residual Risk: A BSDE Approach |
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Hedging with Residual Risk: A BSDE Approach (English)
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24 August 2012
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financial derivatives
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hedging
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minimal variance hedging
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utilitybased pricing
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BSDE
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sub-quadratic growth
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differentiability
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stochastic calculus of variations
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Malliavin calculus
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