Utility indifference hedging with exponential additive processes (Q1959132): Difference between revisions

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+https://doi.org/10.1007/s10690-009-9106-4
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+W2076688919
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+Exponential Hedging and Entropic Penalties
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+From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes
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+The minimal entropy martingale measures for exponential additive processes
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+Publication:1959132