Utility based pricing and hedging of jump diffusion processes with a view to applications (Q4902548)
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scientific article; zbMATH DE number 6125927
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| default for all languages | No label defined |
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| English | Utility based pricing and hedging of jump diffusion processes with a view to applications |
scientific article; zbMATH DE number 6125927 |
Statements
UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (English)
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16 January 2013
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incomplete markets
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hedging
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valuation
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utility maximization
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jump diffusion processes
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functional differentiation
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0.7866441011428833
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0.7822230458259583
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0.7811232209205627
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0.7754250764846802
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0.7681049108505249
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