AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility–indifference hedging and valuation via reaction–diffusion systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent and convex monetary risk measures for bounded càdlàg processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3957683 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to a theory of value coherent with the no-arbitrage principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE / rank
 
Normal rank
Property / cites work
 
Property / cites work: An example of indifference prices under exponential preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: A valuation algorithm for indifference prices in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE / rank
 
Normal rank

Latest revision as of 11:25, 26 June 2024

scientific article; zbMATH DE number 5172244
Language Label Description Also known as
English
AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION
scientific article; zbMATH DE number 5172244

    Statements

    Identifiers