Robust exponential hedging and indifference valuation (Q3067765)
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: Robust exponential hedging and indifference valuation |
scientific article; zbMATH DE number 5835759
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust exponential hedging and indifference valuation |
scientific article; zbMATH DE number 5835759 |
Statements
ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (English)
0 references
13 January 2011
0 references
model uncertainty
0 references
duality
0 references
utility maximization
0 references
hedging
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.856723427772522
0 references
0.8340635299682617
0 references
0.824830174446106
0 references
0.8236707448959351
0 references
0.8145971298217773
0 references
