DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Year of publication: |
2007
|
---|---|
Authors: | Klöppel, Susanne ; Schweizer, Martin |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 17.2007, 4, p. 599-627
|
Publisher: |
Wiley Blackwell |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Dynamic utility-based good deal bounds
Klöppel, Susanne, (2007)
-
Dynamic utility indifference valuation via convex risk measures
Klöppel, Susanne, (2005)
-
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne, (2007)
- More ...