Convergence results for the indifference value based on the stability of BSDEs (Q5411914): Difference between revisions
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Revision as of 21:04, 19 March 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)
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25 April 2014
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indifference valuation
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exponential utility
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correlated Brownian motions
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quadratic BSDE
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stability of BSDEs
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convergent constraints
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