Exponential utility optimization, indifference pricing and hedging for a payment process (Q2880815)
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scientific article; zbMATH DE number 6024871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility optimization, indifference pricing and hedging for a payment process |
scientific article; zbMATH DE number 6024871 |
Statements
Exponential utility optimization, indifference pricing and hedging for a payment process (English)
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17 April 2012
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Black-Scholes model
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random measure
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backward stochastic differential equation
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exponential utility
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insurance and financial claims
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