Risk Averse Asymptotics and the Optional Decomposition (Q5307623)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk Averse Asymptotics and the Optional Decomposition |
scientific article; zbMATH DE number 5191435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Averse Asymptotics and the Optional Decomposition |
scientific article; zbMATH DE number 5191435 |
Statements
Risk Averse Asymptotics and the Optional Decomposition (English)
0 references
17 September 2007
0 references
hedging
0 references
exponential utility
0 references
risk aversion
0 references
optional decomposition
0 references
