Three Essays on Exponential Hedging with Variable Exit Times (Q4561930): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:23, 7 February 2024
scientific article; zbMATH DE number 6993392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Three Essays on Exponential Hedging with Variable Exit Times |
scientific article; zbMATH DE number 6993392 |
Statements
Three Essays on Exponential Hedging with Variable Exit Times (English)
0 references
13 December 2018
0 references
exponential hedging
0 references
variable horizon
0 references
utility maximization
0 references
entropy-Hellinger process
0 references
