Login
- 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
Vorkommen:
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersKhedher, A.