- Journal Article
Journal / seriesStochastics : an international journal of probability and stochastic processes
Pages / Article No.
PublisherTaylor & Francis
Subjectutility maximization; backward stochastic differential equations (BSDE) with jumps; stochastic exponential; BMO martingale
NotesReceived 12 June 2007, Final version received 8 May 2008.
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