On Convergence to the Exponential Utility Problem with Jumps
Author:
Christina R. Niethammer a
| Affiliation: | a Department of Mathematics and Statistics, University of Konstanz, Konstanz, Germany |
DOI:
10.1080/07362990701673146
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
26,
Issue
1
January
2008
, pages 169
- 196
Formats available:
HTML
(English)
:
PDF
(English)
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