Hedging in incomplete markets with HARA utility (Q1391763)

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Hedging in incomplete markets with HARA utility
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    title
    Hedging in incomplete markets with HARA utility (English)
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    author
    J. Darrell Duffie
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    Wendell H. Fleming
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    Halil Mete Soner
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    Thaleia Zariphopoulou
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    publication date
    23 July 1998
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    zbMATH DE Number
    1178529
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    zbMATH Keywords
    optimal portfolio choice
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    incomplete markets
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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