Risk Averse Asymptotics and the Optional Decomposition (Q5307623)
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scientific article; zbMATH DE number 5191435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Averse Asymptotics and the Optional Decomposition |
scientific article; zbMATH DE number 5191435 |
Statements
Risk Averse Asymptotics and the Optional Decomposition (English)
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17 September 2007
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hedging
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exponential utility
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risk aversion
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optional decomposition
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