Exponential utility indifference value process in a general jump model based on random measures (Q5063559)
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scientific article; zbMATH DE number 7494290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility indifference value process in a general jump model based on random measures |
scientific article; zbMATH DE number 7494290 |
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Exponential utility indifference value process in a general jump model based on random measures (English)
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21 March 2022
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exponential utility indifferent value process
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general jump
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Jacod decomposition
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BMO martingale
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