Pages that link to "Item:Q901242"
From MaRDI portal
The following pages link to Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242):
Displaying 6 items.
- Approximations of stochastic partial differential equations (Q303950) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)