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Three Essays on Exponential Hedging with Variable Exit Times - MaRDI portal

Three Essays on Exponential Hedging with Variable Exit Times (Q4561930)

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scientific article; zbMATH DE number 6993392
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English
Three Essays on Exponential Hedging with Variable Exit Times
scientific article; zbMATH DE number 6993392

    Statements

    title
    Three Essays on Exponential Hedging with Variable Exit Times (English)
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    author
    Tahir Choulli
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    Junfeng Ma
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    Marie-Amélie Morlais
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    publication date
    13 December 2018
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    zbMATH Keywords
    exponential hedging
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    variable horizon
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    utility maximization
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    entropy-Hellinger process
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    Identifiers

    zbMATH DE Number
    6993392
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    OpenAlex ID
    W127653438
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