On exponential hedging and related quadratic backward stochastic differential equations (Q853844)
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scientific article; zbMATH DE number 5073746
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| English | On exponential hedging and related quadratic backward stochastic differential equations |
scientific article; zbMATH DE number 5073746 |
Statements
On exponential hedging and related quadratic backward stochastic differential equations (English)
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17 November 2006
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exponential hedging
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quadratic backward stochastic differential equation
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duality
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dynamic programming
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variational method
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0.8180944323539734
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0.8127880692481995
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0.811474084854126
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0.8088303804397583
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