Convergence results for the indifference value based on the stability of BSDEs (Q5411914)
From MaRDI portal
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)
0 references
25 April 2014
0 references
indifference valuation
0 references
exponential utility
0 references
correlated Brownian motions
0 references
quadratic BSDE
0 references
stability of BSDEs
0 references
convergent constraints
0 references
