Hedging problem with stochastic volatility (Q5367729)
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scientific article; zbMATH DE number 6795133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging problem with stochastic volatility |
scientific article; zbMATH DE number 6795133 |
Statements
20 October 2017
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hedging
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jump-diffusion process
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stochastic differential game
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HJBI equation
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0.8439637422561646
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0.8154329061508179
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0.8113165497779846
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0.8064862489700317
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