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Backward Stochastic Differential Equations Involved in Pricing and Hedging Problems

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Specialization

Mathematics

Academic Year

Dates

August 2012 - April 2013

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Backward Stochastic Differential Equations Involved in Pricing and Hedging Problems

Scholar Information

Grantee

Daniel Hernandez Hernandez

Title

Professor

Institution

Research Center for Mathematics

Host Institutions

Institution

University of Texas at Austin

Faculty

Gordan Zitkovic

Host Department

Department of Mathematics