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Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps

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MLA
Di Nunno, Giulia, Asma Khedher, and Michèle Vanmaele. “Robustness of Locally Risk-minimizing Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps.” Actuarial and Financial Mathematics Conference : Interplay Between Finance and Insurance. Ed. Michèle Vanmaele et al. Brussels, Belgium: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2013. 17–28. Print.
APA
Di Nunno, G., Khedher, A., & Vanmaele, M. (2013). Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps. In Michèle Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and financial mathematics conference : interplay between finance and insurance (pp. 17–28). Presented at the Actuarial and Financial Mathematics conference: Interplay between finance and insurance, Brussels, Belgium: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten.
Chicago author-date
Di Nunno, Giulia, Asma Khedher, and Michèle Vanmaele. 2013. “Robustness of Locally Risk-minimizing Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps.” In Actuarial and Financial Mathematics Conference : Interplay Between Finance and Insurance, ed. Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel, and David Vyncke, 17–28. Brussels, Belgium: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten.
Chicago author-date (all authors)
Di Nunno, Giulia, Asma Khedher, and Michèle Vanmaele. 2013. “Robustness of Locally Risk-minimizing Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps.” In Actuarial and Financial Mathematics Conference : Interplay Between Finance and Insurance, ed. Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel, and David Vyncke, 17–28. Brussels, Belgium: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten.
Vancouver
1.
Di Nunno G, Khedher A, Vanmaele M. Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps. In: Vanmaele M, Deelstra G, De Schepper A, Dhaene J, Schoutens W, Vanduffel S, et al., editors. Actuarial and financial mathematics conference : interplay between finance and insurance. Brussels, Belgium: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten; 2013. p. 17–28.
IEEE
[1]
G. Di Nunno, A. Khedher, and M. Vanmaele, “Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps,” in Actuarial and financial mathematics conference : interplay between finance and insurance, Brussels, Belgium, 2013, pp. 17–28.
@inproceedings{5663812,
  author       = {Di Nunno, Giulia and Khedher, Asma and Vanmaele, Michèle},
  booktitle    = {Actuarial and financial mathematics conference : interplay between finance and insurance},
  editor       = {Vanmaele, Michèle and Deelstra, Griselda and De Schepper, Ann and Dhaene, Jan and Schoutens, Wim and Vanduffel, Steven and Vyncke, David},
  isbn         = {9789065691231},
  language     = {eng},
  location     = {Brussels, Belgium},
  pages        = {17--28},
  publisher    = {Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten},
  title        = {Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps},
  url          = {http://www.afmathconf.ugent.be/FormerEditions/Proceedings2013.pdf},
  year         = {2013},
}