Backward Stochastic PDE and Imperfect Hedging (Q4812330)
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scientific article; zbMATH DE number 2097577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic PDE and Imperfect Hedging |
scientific article; zbMATH DE number 2097577 |
Statements
Backward Stochastic PDE and Imperfect Hedging (English)
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7 September 2004
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wealth process
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forward SSE
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mean-variance hedging
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