Forward exponential indifference valuation in an incomplete binomial model (Q4976504)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6754926
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
31 July 2017
0 references
forward performance processes
0 references
indifference pricing
0 references
reverse relative entropy
0 references
0 references
0 references
0.9068880677223206
0 references
0.8712739944458008
0 references
0.820020854473114
0 references
0.8057439923286438
0 references
0.7750384211540222
0 references
