Hedging with residual risk: a BSDE approach (Q2904884)
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scientific article; zbMATH DE number 6071120
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| default for all languages | No label defined |
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| English | Hedging with residual risk: a BSDE approach |
scientific article; zbMATH DE number 6071120 |
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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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0.7698071599006653
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0.7657109498977661
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0.7525036334991455
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0.7473340034484863
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0.7466294765472412
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