Dynamic exponential utility indifference valuation (Q2572403)

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Dynamic exponential utility indifference valuation
scientific article

    Statements

    title
    Dynamic exponential utility indifference valuation (English)
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    author
    Martin Schweizer
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    Michael Mania
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    publication date
    8 November 2005
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    cites work
    Q3332908
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    Q3957683
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    Q4357500
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    Q3815091
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    Q2725601
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    Q2709768
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    Q3154985
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H10
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    91B16
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    60G48
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    zbMATH DE Number
    2226939
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    OpenAlex ID
    W3101679953
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    arXiv ID
    math/0508489
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