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