We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal ...
This is a preview. Log in through your library . Abstract We study the exponential utility indifference valuation of a contingent claim B in an incomplete market driven by two Brownian motions. The ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback