Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps
Crossref DOI link: https://doi.org/10.1007/s00245-014-9283-z
Published Online: 2015-01-07
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Di Nunno, Giulia
Khedher, Asma
Vanmaele, Michèle
Text and Data Mining valid from 2015-01-07