Hedging in incomplete markets with HARA utility (Q1391763)
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scientific article; zbMATH DE number 1178529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in incomplete markets with HARA utility |
scientific article; zbMATH DE number 1178529 |
Statements
Hedging in incomplete markets with HARA utility (English)
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23 July 1998
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optimal portfolio choice
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incomplete markets
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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