Utility indifference hedging with exponential additive processes (Q1959132)

From MaRDI portal
Revision as of 19:29, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Utility indifference hedging with exponential additive processes
scientific article

    Statements

    Utility indifference hedging with exponential additive processes (English)
    0 references
    0 references
    0 references
    6 October 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    utility indifference pricing and hedging
    0 references
    minimal entropy martingale measure
    0 references
    exponential additive processes
    0 references
    0 references