Hedging options for a large investor and forward-backward SDE's (Q1814742)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging options for a large investor and forward-backward SDE's |
scientific article; zbMATH DE number 940685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging options for a large investor and forward-backward SDE's |
scientific article; zbMATH DE number 940685 |
Statements
Hedging options for a large investor and forward-backward SDE's (English)
0 references
31 October 1996
0 references
continuous-time financial market model
0 references
linear stochastic differential equations
0 references
forward-backward stochastic differential equation
0 references
forward diffusion
0 references
0 references
0 references
