Recursiveness of indifference prices and translation-invariant preferences (Q1932524): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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+Q4550909
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+Recursive multiple-priors.
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+Convex measures of risk and trading constraints
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+Maxmin expected utility with non-unique prior
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+Q3613975
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Dynamic variational preferences
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+Dynamic exponential utility indifference valuation
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+An example of indifference prices under exponential preferences
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+A valuation algorithm for indifference prices in incomplete markets
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+Dynamic coherent risk measures
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+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
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+Pricing Via Utility Maximization and Entropy
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