Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504)
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scientific article; zbMATH DE number 6754926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward Exponential Indifference Valuation in an Incomplete Binomial Model |
scientific article; zbMATH DE number 6754926 |
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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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