✦ LIBER ✦

A utility maximization approach to hedging in incomplete markets

✍ Scribed by Jan Kallsen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Utility maximization in incomplete marke

✍ Jakša Cvitanić; Walter Schachermayer; Hui Wang 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 110 KB

Wealth-path dependent utility maximizati

✍ Bruno Bouchard; Huyên Pham 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 272 KB

Utility maximization in incomplete marke

✍ Sara Biagini; Marco Frittelli 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 270 KB

Constrained suboptimality in incomplete

✍ Alessandro Citanna; Atsushi Kajii; Antonio Villanacci 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 319 KB

Attitude distribution change as a market

✍ Aharon Hibshoosh 📂 Article 📅 1987 🏛 Elsevier Science ⚖ 336 KB

The Analytical Approach to Measuring Hor

✍ Walter Surratt 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 304 KB