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Title:

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
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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