Optimal Exponential Utility in a Jump Bond Market (Q3081440): Difference between revisions

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+Towards a general theory of bond markets
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+Bond Market Structure in the Presence of Marked Point Processes
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+A theory of stochastic integration for bond markets
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+Exponential Hedging and Entropic Penalties
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+The minimal entropy martingale measures for geometric Lévy processes
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+The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model
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+A semimartingale BSDE related to the minimal entropy martingale measure
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+Dynamic exponential utility indifference valuation
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