A BSDE arising in an exponential utility maximization problem in a pure jump market model
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Publication:2974864
DOI10.1080/17442508.2016.1166504zbMath1411.91575arXiv1508.07561OpenAlexW2963225332WikidataQ115549621 ScholiaQ115549621MaRDI QIDQ2974864
Publication date: 11 April 2017
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.07561
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