Model risk and discretisation of locally risk-minimising strategies (Q730515)
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scientific article; zbMATH DE number 6668785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model risk and discretisation of locally risk-minimising strategies |
scientific article; zbMATH DE number 6668785 |
Statements
Model risk and discretisation of locally risk-minimising strategies (English)
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28 December 2016
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quadratic hedging strategies
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backward stochastic differential equations
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jump-diffusions
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