Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302): Difference between revisions

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Latest revision as of 14:09, 10 July 2024

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Indifference pricing and hedging in a multiple-priors model with trading constraints
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    Indifference pricing and hedging in a multiple-priors model with trading constraints (English)
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    31 July 2015
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    indifference pricing
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    stochastic differential utility
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    trading constraints
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    ambiguity
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    variational inequality
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    American option
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