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Optimal Exponential Utility in a Jump Bond Market - MaRDI portal

Optimal Exponential Utility in a Jump Bond Market (Q3081440)

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Optimal Exponential Utility in a Jump Bond Market
scientific article

    Statements

    title
    Optimal Exponential Utility in a Jump Bond Market (English)
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    author
    Dewen Xiong
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    Michael Kohlmann
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    publication date
    8 March 2011
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91B24
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    60H30
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    60G44
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    zbMATH DE Number
    5862388
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    OpenAlex ID
    W2022642423
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