Hedging in incomplete markets with HARA utility (Q1391763): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:56, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in incomplete markets with HARA utility |
scientific article |
Statements
Hedging in incomplete markets with HARA utility (English)
0 references
23 July 1998
0 references
optimal portfolio choice
0 references
incomplete markets
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
