Utility Indifference Hedging with Exponential Additive Processes
| Year of publication: |
2010
|
|---|---|
| Authors: | Rheinländer, Thorsten ; Steiger, Gallus |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 2, p. 151-169
|
| Publisher: |
Springer |
| Subject: | Utility indifference pricing and hedging | Minimal entropy martingale measure | Exponential additive processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008678553