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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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Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin; Wissel, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
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TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
Schweizer, Martin; Wissel, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 77-114
Persistent link: https://www.econbiz.de/10008221370
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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