DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES

DOI10.1111/j.1467-9965.2007.00317.xzbMath1138.91502OpenAlexW2028548809MaRDI QIDQ3502167

Publication date: 22 May 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00317.x

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Utility theory (91B16)

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