SCOPUS 정보 검색 플랫폼

Volumn 12, Issue , 2007, Pages 106-119

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

Author keywords

Jump diffusion; Large investor; Mathematical finance; Stochastic control; Viscosity solutions

Indexed keywords

EID: 34248590320 PISSN: None EISSN: 1083589X Source Type: Journal
DOI: 10.1214/ECP.v12-1261 Document Type: Article

Times cited : (2)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.