Łukasz Delong
- Applications of time-delayed backward stochastic differential equations\n to pricing, hedging and portfolio management
2010/05/24 by Łukasz Delong, Delong, Lukasz · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications