Utility indifference valuation for jump risky assets (Q651335)
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scientific article; zbMATH DE number 5988007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility indifference valuation for jump risky assets |
scientific article; zbMATH DE number 5988007 |
Statements
Utility indifference valuation for jump risky assets (English)
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13 December 2011
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utility maximization
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backward stochastic differential equations
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jump processes
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dynamic indifference valuation
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minimal entropy measure
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0.8457788228988647
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0.8230512142181396
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0.820834219455719
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0.8098095655441284
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0.8070346117019653
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