Indifference Pricing of Pure Endowments Via BSDEs under Partial Information
Year of publication: |
2019
|
---|---|
Authors: | Ceci, Claudia |
Other Persons: | Colaneri, Katia (contributor) ; Cretarola, Alessandra (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 17, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3317541 [DOI] |
Classification: | C02 - Mathematical Methods ; G12 - Asset Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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