Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416): Difference between revisions
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Revision as of 01:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging |
scientific article |
Statements
Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (English)
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6 August 2007
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backward stochastic differential equations
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random measures
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utility optimization
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dynamic indifference valuation
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incomplete markets
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hedging
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entropy
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