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AuthorMereu, Carladc.contributor.author
AuthorStelzer, Robertdc.contributor.author
Date of accession2019-04-03T05:13:05Zdc.date.accessioned
Available in OPARU since2019-04-03T05:13:05Zdc.date.available
Date of first publication2017dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
KeywordBSDEdc.subject
Keywordcross hedgingdc.subject
Keywordexponential utilitydc.subject
KeywordLevy processdc.subject
Keywordstationary spreaddc.subject
KeywordPrimary: 91G80dc.subject
KeywordSecondary: 60G51dc.subject
Keyword60H10dc.subject
Keyword60J75dc.subject
Keyword93E20dc.subject
Keywordasset returnsdc.subject
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
TitleA BSDE arising in an exponential utility maximization problem in a pure jump market modeldc.title
Resource typeBeitrag zu einer Konferenzdc.type
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Finanzmathematikuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
DOI (external)10.1080/17442508.2016.1166504dc.identifier.doiExternal
Source - Title of sourceStochastics: An International Journal of Probability and Stochastic Processessource.title
Source - PublisherAbingdon-on-Thamessource.publisherPlace
Source - Place of publicationTaylor & Francissource.publisher
Source - Volume89source.volume
Source - Issue1source.issue
Source - Year2017source.year
Source - From page240source.fromPage
Source - To page258source.toPage
Source - ISSN1744-2508source.identifier.issn
Source - eISSN1744-2516source.identifier.eissn
Conference nameConference on Stochastics for Environmental and Financial Economics (SEFE)uulm.conferenceName
Conference placeOslo, Norwegenuulm.conferencePlace
Conference start date2015-04-20uulm.conferenceStartDate
Conference end date2015-04-24uulm.conferenceEndDate
Suitable communityFakultät für Mathematik und Wirtschaftswissenschaftenuulm.community
WoS000388968400012uulm.identifier.wos


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