Approximate indifference pricing in exponential Lévy models (Q4585675)
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scientific article; zbMATH DE number 6933336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate indifference pricing in exponential Lévy models |
scientific article; zbMATH DE number 6933336 |
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Approximate indifference pricing in exponential Lévy models (English)
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6 September 2018
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Lévy process
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utility indifference price
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mean-variance hedging
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asymptotics
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