Hedging in a Market with Jumps: A Fbsde Approach

AuthID
 P-018-97R
2
Author(s)
Pereira, RS
4
Editor(es)
Ebert,MR;Kahler,U;Sabadini,I;Toft,J
Tipo de Documento
Proceedings Paper
Year published
2025
Publicado
in NEW TOOLS IN MATHEMATICAL ANALYSIS AND APPLICATIONS, ISAAC CONGRESS 2023 in Trends in Mathematics, ISSN: 2297-0215
Volume: Part F49, Páginas: 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
SCOPUS: 2-s2.0-85218807551
Wos: WOS:001467468600024
Source Identifiers
ISSN: 2297-0215
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