相持不下
发表于 2025-3-21 17:40:10
书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0180232<br><br> <br><br>书目名称Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0180232<br><br> <br><br>
abject
发表于 2025-3-21 23:42:22
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hypnogram
发表于 2025-3-22 02:30:49
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牵索
发表于 2025-3-22 08:38:30
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freight
发表于 2025-3-22 11:57:28
Quadratic Pricing and Hedging First, we deal with a minimal hedging error in a mean-square sense. The hedging error is evaluated both under an equivalent martingale measure and the real-world measure. Next, we investigate locally risk minimizing strategies which lead to non-self-financing investment portfolio processes. Finally
geometrician
发表于 2025-3-22 15:44:23
Utility Maximization and Indifference Pricing and Hedgingthe investment strategy under which the expected exponential utility of the insurer’s terminal wealth is maximized. We characterize the optimal value function of the optimization problem and the optimal investment strategy by a nonlinear BSDE. Next, we solve the exponential indifference pricing and
演绎
发表于 2025-3-22 19:29:20
Pricing and Hedging Under a Least Favorable Measurericing and hedging under model ambiguity. We find the hedging strategy which minimizes the expected terminal shortfall under a least favorable probability measure specifying the probability model for the risk factors and we set the price which offsets this worst shortfall. Next, we deal with no-good
narcissism
发表于 2025-3-22 22:55:21
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hermetic
发表于 2025-3-23 03:05:07
Other Classes of BSDEsDE in which the terminal condition and the generator depend on the past values of the solution. Next, we consider a reflected BSDE in which the solution is constrained to stay above a barrier. Finally, we deal with a constrained BSDE in which all components of the solution are forced to satisfy a co
travail
发表于 2025-3-23 09:01:02
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