A BSDE arising in an exponential utility maximization problem in a pure jump market model (Q2974864)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE arising in an exponential utility maximization problem in a pure jump market model |
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A BSDE arising in an exponential utility maximization problem in a pure jump market model (English)
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11 April 2017
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BSDE
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cross hedging
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exponential utility
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Lévy process
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stationary spread
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