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

Saintier, Nicolas

Electronic Communications in Probability [electronic only] (2007)

  • Volume: 12, page 106-119
  • ISSN: 1083-589X

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Saintier, Nicolas. "A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.." Electronic Communications in Probability [electronic only] 12 (2007): 106-119. <http://eudml.org/doc/116826>.

@article{Saintier2007,
author = {Saintier, Nicolas},
journal = {Electronic Communications in Probability [electronic only]},
language = {eng},
pages = {106-119},
publisher = {University of Washington},
title = {A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.},
url = {http://eudml.org/doc/116826},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Saintier, Nicolas
TI - A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 106
EP - 119
LA - eng
UR - http://eudml.org/doc/116826
ER -

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