Utility Indifference Hedging with Exponential Additive Processes

Thorsten Rheinländer () and Gallus Steiger ()

Asia-Pacific Financial Markets, 2010, vol. 17, issue 2, 169 pages

Keywords: Utility indifference pricing and hedging; Minimal entropy martingale measure; Exponential additive processes (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10690-009-9106-4

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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