Utility maximization in a jump market model (Q3612251): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2271729 |
Changed an Item |
||
| Property / author | |||
| Property / author: Marie-Amélie Morlais / rank | |||
Normal rank | |||
Revision as of 12:40, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization in a jump market model |
scientific article |
Statements
Utility maximization in a jump market model (English)
0 references
3 March 2009
0 references
utility maximization
0 references
backward stochastic differential equations (BSDE) with jumps
0 references
stochastic exponential
0 references
BMO martingale
0 references
