A clustering method to solve backward stochastic differential equations with jumps
Liangliang Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhang, Liangliang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 1, p. 1-9
|
| Subject: | Backward Stochastic Differential Equation with Jumps | Jump Diffusion | Clustering | Weak Convergence | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Hedging | Regionales Cluster | Regional cluster | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2020.101001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545300