Approximate indifference pricing in exponential Lévy models (Q4585675): Difference between revisions
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scientific article; zbMATH DE number 6933336
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English | Approximate indifference pricing in exponential Lévy models |
scientific article; zbMATH DE number 6933336 |
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Approximate indifference pricing in exponential Lévy models (English)
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6 September 2018
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Lévy process
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utility indifference price
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mean-variance hedging
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asymptotics
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