Utility–indifference hedging and valuation via reaction–diffusion systems (Q3043425)

From MaRDI portal
Revision as of 09:03, 20 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Utility–indifference hedging and valuation via reaction–diffusion systems
scientific article

    Statements

    Utility–indifference hedging and valuation via reaction–diffusion systems (English)
    0 references
    0 references
    6 August 2004
    0 references
    incomplete markets
    0 references
    pricing
    0 references
    utility functions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references