Forward exponential indifference valuation in an incomplete binomial model (Q4976504)
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scientific article; zbMATH DE number 6754926
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| English | Forward exponential indifference valuation in an incomplete binomial model |
scientific article; zbMATH DE number 6754926 |
Statements
Forward Exponential Indifference Valuation in an Incomplete Binomial Model (English)
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31 July 2017
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forward performance processes
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indifference pricing
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reverse relative entropy
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0.9068880677223206
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0.8712739944458008
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0.820020854473114
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0.8057439923286438
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0.7750384211540222
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