Indifference price with general semimartingales (Q3008484)
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scientific article; zbMATH DE number 5908412
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Indifference price with general semimartingales |
scientific article; zbMATH DE number 5908412 |
Statements
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (English)
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16 June 2011
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indifference price
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utility maximization
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non locally bounded semimartingale
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random endowment
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incomplete market
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Orlicz space
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convex duality
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convex risk measure
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0.7817433476448059
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0.7798689603805542
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0.7774361968040466
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0.7716550230979919
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