@unpublished{hu:hal-01579137,
TITLE = {Exponential utility maximization and indifference valuation with unbounded payoffs},
AUTHOR = {Hu, Ying and Liang, Gechun and Tang, Shanjian},
URL = {https://hal.science/hal-01579137},
NOTE = {45 pages},
YEAR = {2017},
KEYWORDS = {exponential utility maximization ; utility indifference valuation ; unbounded payoffs ; unboundel quadratic BSDE ; finite entropy condition ; asymptotic behavior},
HAL_ID = {hal-01579137},
HAL_VERSION = {v1},
}