Year: 2023
Type: preprint
Abstract: In this work we consider the exponential utility maximization problem in the framework of semistatic hedging.
Authors: Dolinsky, Yan, Zuk, Or
Institution: Hebrew University of Jerusalem
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder: Israel Science Foundation
Awards: G5099803829, G5797892526
OpenAlex ID: W4386081707