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Partial Hedging in Financial Markets with a Large Agent - MaRDI portal

Partial Hedging in Financial Markets with a Large Agent (Q3652701)

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scientific article
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English
Partial Hedging in Financial Markets with a Large Agent
scientific article

    Statements

    title
    Partial Hedging in Financial Markets with a Large Agent (English)
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    author
    Jungmin Choi
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    Mattias Jonsson
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    publication date
    16 December 2009
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    zbMATH Keywords
    partial hedging
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    large agent
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    Bellman PDE
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B24
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    91G80
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    91G60
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    zbMATH DE Number
    5648756
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    OpenAlex ID
    W2013273555
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