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scientific article; zbMATH DE number 797363 - MaRDI portal

scientific article; zbMATH DE number 797363

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Publication:4848523

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zbMath0827.60044MaRDI QIDQ4848523

Rainer Buckdahn

Publication date: 25 October 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

backward stochastic differential equation hedge contingent claims incomplete model of a financial market locally risk-minimizing trading strategy Markovian model of a financial market

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (1)

BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets

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