Utility maximization in a jump market model (Q3612251): Difference between revisions
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Revision as of 17:58, 19 April 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)
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3 March 2009
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utility maximization
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backward stochastic differential equations (BSDE) with jumps
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stochastic exponential
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BMO martingale
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