Bounds on mean variance hedging in jump diffusion (Q6185522)
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scientific article; zbMATH DE number 7796786
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| default for all languages | No label defined |
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| English | Bounds on mean variance hedging in jump diffusion |
scientific article; zbMATH DE number 7796786 |
Statements
Bounds on mean variance hedging in jump diffusion (English)
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29 January 2024
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mean variance hedging
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backward stochastic differential equation
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0.8112280964851379
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0.8029078841209412
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0.7723730802536011
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0.7675753831863403
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0.7658618688583374
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