CORDIS Project
Funding breakdown and partner intelligence are Premium
Sign in and upgrade to Premium for EU contribution totals, consortium analytics, OpenAlex research context, and AI summaries. · 0 consortium intelligence fields visible of 1
Start free • Cancel anytime • 14-day refund guarantee
This project focuses on addressing complex pricing and hedging challenges in financial markets, particularly under conditions of market friction and uncertainty. It aims to develop new mathematical tools and numerical algorithms to improve the understanding and implementation of hedging strategies for derivative securi…
In this project our goal is to deal with a class of hedging and pricing problems whicharise in modern Mathematical Finance.These problems are not only interesting fromthe applications point of viewbut also provide a good source for new
mathematical questions which requirenew tools in the area of probability theory.We will focus on three main topics:(i) Hedging with Friction.(ii) Robust Hedging.(iii) Numerical Schemes.All the above topics are related to the theory
ofpricing and hedging of derivat…
Partner organizations (coordinator is shown above), with normalized type and CORDIS activity type. Guests see up to 4 partners.
Similar projects, consortium collaboration history, frequent partners, and OpenAlex research context.
Guests see up to 5 EuroSciVoc fields.
Guests see up to 5 topics.
