Utility indifference pricing and hedging of Stein-Stein model (Q2908311)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Utility indifference pricing and hedging of Stein-Stein model |
scientific article; zbMATH DE number 6076732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility indifference pricing and hedging of Stein-Stein model |
scientific article; zbMATH DE number 6076732 |
Statements
4 September 2012
0 references
utility indifference pricing
0 references
hedging
0 references
HJB equation
0 references
Utility indifference pricing and hedging of Stein-Stein model (English)
0 references
