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BSDE with jumps
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CRRA-utility indifference value of filtrations
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generalized Cox process model
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Dynamic CRRA-utility indifference value in generalized
Cox
process
model
Tian, Kun
;
Xiong, Dewen
;
Ye, Zhongxing
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010508743
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