Utility indifference valuation for jump risky assets (Q651335): Difference between revisions
From MaRDI portal
Latest revision as of 23:49, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Utility indifference valuation for jump risky assets |
scientific article |
Statements
Utility indifference valuation for jump risky assets (English)
0 references
13 December 2011
0 references
utility maximization
0 references
backward stochastic differential equations
0 references
jump processes
0 references
dynamic indifference valuation
0 references
minimal entropy measure
0 references
0 references
0 references
0 references
0 references