ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765): Difference between revisions

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+Rational hedging and valuation of integrated risks under constant absolute risk aversion.
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+Robust Preferences and Robust Portfolio Choice
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+Dynamic exponential utility indifference valuation
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+A super-martingale property of the optimal portfolio process
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+On exponential hedging and related quadratic backward stochastic differential equations
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