Utility indifference hedging with exponential additive processes (Q1959132): Difference between revisions
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Revision as of 19:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility indifference hedging with exponential additive processes |
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Utility indifference hedging with exponential additive processes (English)
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6 October 2010
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utility indifference pricing and hedging
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minimal entropy martingale measure
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exponential additive processes
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