Forward exponential performances: pricing and optimal risk sharing (Q2940775)
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scientific article; zbMATH DE number 6388338
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| English | Forward exponential performances: pricing and optimal risk sharing |
scientific article; zbMATH DE number 6388338 |
Statements
Forward Exponential Performances: Pricing and Optimal Risk Sharing (English)
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20 January 2015
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forward performance criteria
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stochastic utility
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stochastic risk aversion
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indifference price
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optimal risk sharing
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exponential utility
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contingent claim pricing
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0.8057439923286438
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0.7633109092712402
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0.761965274810791
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0.7532158493995667
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