Utility based pricing and hedging of jump diffusion processes with a view to applications

Jochen Zahn

Year of publication:	2012
Authors:	Zahn, Jochen Wolfgang
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 7, p. 1-22
Subject:	Incomplete markets \| hedging \| valuation \| utility maximization \| jump diffusion processes \| functional differentiation \| Hedging \| Unvollkommener Markt \| Incomplete market \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| CAPM

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