Risk Averse Asymptotics and the Optional Decomposition (Q5307623): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:13, 8 February 2024
scientific article; zbMATH DE number 5191435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Averse Asymptotics and the Optional Decomposition |
scientific article; zbMATH DE number 5191435 |
Statements
Risk Averse Asymptotics and the Optional Decomposition (English)
0 references
17 September 2007
0 references
hedging
0 references
exponential utility
0 references
risk aversion
0 references
optional decomposition
0 references
