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Publication:3405337
zbMath1199.91280MaRDI QIDQ3405337
Jianqi Yang, Limin Liu, Haifeng Yan
Publication date: 12 February 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
utility indifference pricingstochastic volatility modelminimal entropy martingale measureutility indifference hedging
Utility theory (91B16) Generalizations of martingales (60G48) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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