Cooperative hedging with a higher interest rate for borrowing (Q998275)
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scientific article; zbMATH DE number 5499586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cooperative hedging with a higher interest rate for borrowing |
scientific article; zbMATH DE number 5499586 |
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Cooperative hedging with a higher interest rate for borrowing (English)
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28 January 2009
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hedging
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Neyman pearson Lemma
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stochastic volatility
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backward stochastic differential equation
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0.80025095
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0.7768568
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0.7637231
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0.7597784
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0.7587481
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0.75294375
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0.7475609
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