Utility indifference valuation for jump risky assets (Q651335): Difference between revisions

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+https://doi.org/10.1007/s10203-010-0107-6
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+W1986303182
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+PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+A solution approach to valuation with unhedgeable risks
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+Publication:651335