Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380): Difference between revisions
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Revision as of 19:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility-based hedging and pricing with a nontraded asset for jump processes |
scientific article |
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Utility-based hedging and pricing with a nontraded asset for jump processes (English)
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31 May 2012
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utility maximization
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minimal entropy measure
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jump diffusions
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