UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (Q4902548)
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scientific article; zbMATH DE number 6125927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS |
scientific article; zbMATH DE number 6125927 |
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UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (English)
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16 January 2013
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incomplete markets
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hedging
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valuation
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utility maximization
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jump diffusion processes
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functional differentiation
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