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