Explicit Computations for Delayed Semistatic Hedging
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866912032254590976 |
|---|---|
| author | Dolinsky, Yan Zuk, Or |
| author_facet | Dolinsky, Yan Zuk, Or |
| contents | In this work we consider the exponential utility maximization problem in the framework of semistatic hedging. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_10550 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Explicit Computations for Delayed Semistatic Hedging Dolinsky, Yan Zuk, Or Mathematical Finance 91B16, 91G10 In this work we consider the exponential utility maximization problem in the framework of semistatic hedging. |
| title | Explicit Computations for Delayed Semistatic Hedging |
| topic | Mathematical Finance 91B16, 91G10 |
| url | https://arxiv.org/abs/2308.10550 |