Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:32, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging |
scientific article |
Statements
Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (English)
0 references
6 August 2007
0 references
backward stochastic differential equations
0 references
random measures
0 references
utility optimization
0 references
dynamic indifference valuation
0 references
incomplete markets
0 references
hedging
0 references
entropy
0 references
