Exponential utility optimization, indifference pricing and hedging for a payment process (Q2880815)

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Exponential utility optimization, indifference pricing and hedging for a payment process
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    Exponential utility optimization, indifference pricing and hedging for a payment process (English)
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    17 April 2012
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    Black-Scholes model
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    random measure
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    backward stochastic differential equation
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    exponential utility
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    insurance and financial claims
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