Asymptotic utility-based pricing and hedging for exponential utility (Q3086116)
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scientific article; zbMATH DE number 5871317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic utility-based pricing and hedging for exponential utility |
scientific article; zbMATH DE number 5871317 |
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Asymptotic utility-based pricing and hedging for exponential utility (English)
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29 March 2011
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utility-based pricing
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exponential utility
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incomplete market
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quadratic hedging
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minimal entropy martingale measure
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0.8653587102890015
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0.8279311060905457
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0.8228939175605774
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0.8205029964447021
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