搜索结果: 1-1 共查到“经济学 hedging of jump diffusion processes”相关记录1条 . 查询时间(0.062 秒)
Utility based pricing and hedging of jump diffusion processes with a view to applications
pricing hedging of jump diffusion processes marginal optimal hedge
2011/7/4
We discuss utility based pricing and hedging of jump di usion pro-
cesses with emphasis on the practical applicability of the framework. We
point out two diculties that seem to limit this applicabi...