Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380)
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scientific article; zbMATH DE number 6040131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility-based hedging and pricing with a nontraded asset for jump processes |
scientific article; zbMATH DE number 6040131 |
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Utility-based hedging and pricing with a nontraded asset for jump processes (English)
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31 May 2012
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utility maximization
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minimal entropy measure
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jump diffusions
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