scientific article; zbMATH DE number 5529012
From MaRDI portal
Publication:3613974
zbMATH Open1165.91408MaRDI QIDQ3613974FDOQ3613974
Authors: M. Musiela, Thaleia Zariphopoulou 
Publication date: 16 March 2009
Title of this publication is not available (Why is that?)
Cited In (16)
- Indifference pricing of insurance-linked securities in a multi-period model
- Forward indifference valuation for dynamically incoming projects
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria
- Optimal liquidation with dynamic parameter updating: a forward approach
- Three essays on exponential hedging with variable exit times
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
- Forward exponential indifference valuation in an incomplete binomial model
- Time-consistent actuarial valuations
- Competition in fund management and forward relative performance criteria
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE
- Explicit description of HARA forward utilities and their optimal portfolios
- A dual characterization of self-generation and exponential forward performances
- Fully-dynamic risk-indifference pricing and no-good-deal bounds
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption
- Optimal investment and consumption with forward preferences and uncertain parameters
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3613974)
