Utility maximization in a jump market model (Q3612251)

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Utility maximization in a jump market model
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    title
    Utility maximization in a jump market model (English)
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    published in
    Stochastics
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    publication date
    3 March 2009
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    Mathematics Subject Classification ID
    91B28
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    91B16
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    60H10
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    zbMATH DE Number
    5522812
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    zbMATH Keywords
    utility maximization
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    backward stochastic differential equations (BSDE) with jumps
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    stochastic exponential
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    BMO martingale
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    OpenAlex ID
    W2028497917
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    arXiv ID
    math/0612181
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