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A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors - MaRDI portal

A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors

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Publication:2461017

DOI10.1214/ECP.v12-1261zbMath1191.60090MaRDI QIDQ2461017

Nicolas Saintier

Publication date: 19 November 2007

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/116826



Mathematics Subject Classification ID

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