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

Titel:: Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps
Dokumenttyp:: Konferenzbeitrag
Autor(en):: Di Nunno, G.; Khedher, A.; Vanmaele; M.
Nicht-TUM Koautoren:: ja
Kooperation:: international
Seitenangaben Beitrag:: 17-28
Intellectual Contribution:: Discipline-based Research
Herausgeber:: Vanmaele, M.; Deelstra, G.; De Schepper, A.; Dhaene, J.; Schoutens, W.; Vanduffel, S.; Vyncke, D.
Kongress- / Buchtitel:: Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Kongress / Zusatzinformationen:: Brussels, Belgium
Jahr:: 2013
Monat:: Feb
Key publication:: Nein
Peer reviewed:: Ja
International:: Ja
Book review:: Nein
commissioned:: not commissioned
Professional Journal:: Nein
BibTeX

Versionen