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Measurement
Option pricing theory
11
Optionspreistheorie
11
Incomplete market
10
indifference price
10
Unvollkommener Markt
9
Martingal
7
Martingale
7
Derivat
6
Derivative
6
Utility maximization
6
Utility indifference price
5
Portfolio selection
4
Portfolio-Management
4
Risk aversion
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incomplete market
4
Convergence
3
Hedging
3
Indifference price
3
Nutzenfunktion
3
Superreplication price
3
Theorie
3
Theory
3
Utility function
3
dynamic programming principle
3
utility indifference price
3
Bond
2
Börsenkurs
2
CAPM
2
Default and Credit Risk
2
Expected utility
2
Hamilton Jacobi-Bellman equations
2
Hamilton-Jacobi-Bellman
2
Indifference Price
2
Liquidity shock
2
Mathematical programming
2
Mathematische Optimierung
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Messung
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Nutzen
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Risiko
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English
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Arai, Takuji
1
Fukasawa, Masaaki
1
Kumar, Rohini
1
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Applied mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Effect of volatility clustering on indifference pricing of options by convex risk measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
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2
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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