On exponential hedging and related quadratic backward stochastic differential equations (Q853844)
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scientific article; zbMATH DE number 5073746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exponential hedging and related quadratic backward stochastic differential equations |
scientific article; zbMATH DE number 5073746 |
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On exponential hedging and related quadratic backward stochastic differential equations (English)
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17 November 2006
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exponential hedging
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quadratic backward stochastic differential equation
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duality
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dynamic programming
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variational method
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