INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES |
scientific article |
Statements
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (English)
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16 June 2011
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indifference price
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utility maximization
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non locally bounded semimartingale
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random endowment
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incomplete market
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Orlicz space
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convex duality
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convex risk measure
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