Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps |
scientific article |
Statements
Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (English)
0 references
23 December 2015
0 references
backward stochastic differential equations
0 references
jump diffusions
0 references
Poisson random measure
0 references
Brownian motion
0 references
quadratic hedging strategies
0 references
robustness
0 references
0 references
0 references
