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dc.contributor.author
Becherer, Dirk
dc.contributor.author
Schweizer, Martin
dc.date.accessioned
2017-06-09T10:22:30Z
dc.date.available
2017-06-09T10:22:30Z
dc.date.issued
2005
dc.identifier.issn
2168-8737
dc.identifier.issn
1050-5164
dc.identifier.other
10.1214/105051604000000846
dc.identifier.uri
http://hdl.handle.net/20.500.11850/32874
dc.language.iso
en
dc.publisher
Institute of Mathematical Statistics
dc.subject
Reaction-diffusion systems
dc.subject
Interacting processes
dc.subject
Recursive valuation
dc.subject
Hedging
dc.subject
Risk-minimization
dc.subject
Credit risk
dc.title
Classical solutions to reaction–diffusion systems for hedging problems with interacting Itô and point processes
dc.type
Journal Article
ethz.journal.title
The Annals of Applied Probability
ethz.journal.volume
15
ethz.journal.issue
2
ethz.journal.abbreviated
Ann. appl. probab.
ethz.pages.start
1111
ethz.pages.end
1144
ethz.notes
Received August 2003, Revised April 2004.
ethz.identifier.wos
ethz.identifier.nebis
000585235
ethz.publication.place
Cleveland, OH
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-09T10:22:56Z
ethz.source
ECIT
ethz.identifier.importid
imp59364dde92f3568777
ethz.ecitpid
pub:53564
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T22:56:53Z
ethz.rosetta.lastUpdated
2020-02-14T08:00:21Z
ethz.rosetta.versionExported
true
ethz.COinS
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