Three Essays on Exponential Hedging with Variable Exit Times (Q4561930)
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scientific article; zbMATH DE number 6993392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Three Essays on Exponential Hedging with Variable Exit Times |
scientific article; zbMATH DE number 6993392 |
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Three Essays on Exponential Hedging with Variable Exit Times (English)
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13 December 2018
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exponential hedging
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variable horizon
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utility maximization
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entropy-Hellinger process
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