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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact
Ekren, Ibrahim
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Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 172-225
Persistent link: https://www.econbiz.de/10012815953
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Indifference pricing for contingent claims : large deviations effects
Robertson, Scott
;
Spiliopoulos, Konstantinos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 335-371
Persistent link: https://www.econbiz.de/10011969147
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