Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes |
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Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (English)
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9 March 2017
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utility maximization
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exponential Lévy model
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\(f\)-divergence minimal martingale measure
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dual approach
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entropy
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Kullback-Leibler information
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information processes
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