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

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Utility indifference valuation for jump risky assets
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    Utility indifference valuation for jump risky assets (English)
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    13 December 2011
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    utility maximization
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    backward stochastic differential equations
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    jump processes
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    dynamic indifference valuation
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    minimal entropy measure
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