Utility indifference hedging with exponential additive processes
Thorsten Rheinländer; Gallus Steiger
| Year of publication: |
2010
|
|---|---|
| Authors: | Rheinländer, Thorsten ; Steiger, Gallus |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 17.2010, 2, p. 151-169
|
| Subject: | Hedging | Theorie | Theory | Nutzenfunktion | Utility function | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009237119