Convergence results for the indifference value based on the stability of BSDEs (Q5411914): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:08, 9 February 2024
scientific article; zbMATH DE number 6288404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence results for the indifference value based on the stability of BSDEs |
scientific article; zbMATH DE number 6288404 |
Statements
Convergence results for the indifference value based on the stability of BSDEs (English)
0 references
25 April 2014
0 references
indifference valuation
0 references
exponential utility
0 references
correlated Brownian motions
0 references
quadratic BSDE
0 references
stability of BSDEs
0 references
convergent constraints
0 references
