68 citations · 211 across the 21 of their papers we have counts for
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q-fin.MF2023
Explicit Computations for Delayed Semistatic Hedging
Yan Dolinsky, Or Zuk
In this work we consider the exponential utility maximization problem in the framework of semistatic hedging.
q-fin.MF2023
Exponential Utility Maximization in a Discrete Time Gaussian Framework
Yan Dolinsky, Or Zuk
The aim of this short note is to present a solution to the discrete time exponential utility maximization problem in a case where the underlying asset has a multivariate normal dis…