Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242)
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scientific article; zbMATH DE number 6524096
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| English | Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 6524096 |
Statements
Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (English)
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23 December 2015
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backward stochastic differential equations
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jump diffusions
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Poisson random measure
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Brownian motion
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quadratic hedging strategies
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robustness
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0.8341176509857178
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0.8082027435302734
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0.8081254959106445
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0.8064064383506775
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