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Dynamic indifference valuation via convex risk measures
Klöppel, Susanne; Schweizer, Martin - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne; Schweizer, Martin - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 599
Persistent link: https://www.econbiz.de/10008221609