DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167)

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DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
scientific article

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    title
    DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (English)
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    author
    Susanne Klöppel
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    Martin Schweizer
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    publication date
    22 May 2008
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B16
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    91G70
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    zbMATH DE Number
    5278217
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