Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Utility maximization in a jump market model - MaRDI portal

Utility maximization in a jump market model (Q3612251)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Utility maximization in a jump market model
scientific article

    Statements

    title
    Utility maximization in a jump market model (English)
    0 references
    published in
    Stochastics
    0 references
    publication date
    3 March 2009
    0 references
    Mathematics Subject Classification ID
    91B28
    0 references
    91B16
    0 references
    60H10
    0 references
    zbMATH DE Number
    5522812
    0 references
    zbMATH Keywords
    utility maximization
    0 references
    backward stochastic differential equations (BSDE) with jumps
    0 references
    stochastic exponential
    0 references
    BMO martingale
    0 references
    OpenAlex ID
    W2028497917
    0 references
    arXiv ID
    math/0612181
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3612251&oldid=35096190"
    Powered by MediaWiki