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