Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps

Document type:: Konferenzbeitrag
Author(s):: Di Nunno, G.; Khedher, A.; Vanmaele; M.
Non-TUM Co-author(s):: ja
Cooperation:: international
Title:: Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps
Pages contribution:: 17-28
Intellectual Contribution:: Discipline-based Research
Editor:: Vanmaele, M.; Deelstra, G.; De Schepper, A.; Dhaene, J.; Schoutens, W.; Vanduffel, S.; Vyncke, D.
Book / Congress title:: Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Congress (additional information):: Brussels, Belgium
Year:: 2013
Month:: Feb
Key publication:: Nein
Peer reviewed:: Ja
International:: Ja
Book review:: Nein
Commissioned:: not commissioned
Professional Journal:: Nein
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