BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk |
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BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (English)
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15 June 2016
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backward stochastic differential equation (BSDE)
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cádlág martingales
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basis risk
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Follmer-Schweitzer decomposition
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quadratic hedging
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martingale problem
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