Utility–indifference hedging and valuation via reaction–diffusion systems (Q3043425)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility–indifference hedging and valuation via reaction–diffusion systems |
scientific article |
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Utility–indifference hedging and valuation via reaction–diffusion systems (English)
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6 August 2004
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incomplete markets
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pricing
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utility functions
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