scientific article

Publication date: 16 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

dilatation backward stochastic differential equations convex risk measures capital requirement dynamic risk measures indifference pricing conservative approach exponential utility framework subdifferential and conservative price

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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