Backward Stochastic PDE and Imperfect Hedging (Q4812330)

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scientific article; zbMATH DE number 2097577
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English
Backward Stochastic PDE and Imperfect Hedging
scientific article; zbMATH DE number 2097577

    Statements

    title
    Backward Stochastic PDE and Imperfect Hedging (English)
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    author
    Michael Mania
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    Revaz Tevzadze
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    publication date
    7 September 2004
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    zbMATH DE Number
    2097577
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    zbMATH Keywords
    wealth process
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    forward SSE
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    mean-variance hedging
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