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Hedging in a Market with Jumps: A Fbsde Approach
AuthID
P-018-97R
2
Author(s)
Shamarova, E
·
Pereira, RS
4
Editor(s)
Ebert,MR;Kahler,U;Sabadini,I;Toft,J
Document Type
Proceedings Paper
Year published
2025
Published
in
NEW TOOLS IN MATHEMATICAL ANALYSIS AND APPLICATIONS, ISAAC CONGRESS 2023
in
Trends in Mathematics,
ISSN: 2297-0215
Volume: Part F49, Pages: 323-330 (8)
Conference
14Th International Isaac Congress,
Date:
JUL 17-21, 2023,
Location:
Ribeirao Preto, BRAZIL
Indexing
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Scopus
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Publication Identifiers
DOI
:
10.1007/978-3-031-77050-0_24
Scopus
: 2-s2.0-85218807551
Wos
: WOS:001467468600024
Source Identifiers
ISSN
: 2297-0215
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