BSDEs and applications
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| Veröffentlicht in: | Indifference pricing |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2009
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| Pricing, hedging, and designing derivatives with risk measures | 2009 | Barrieu, Pauline |
| Portfolio optimization | 2009 | Ilhan, Aytac |
| The single period binomial model | 2009 | Musiela, Marek |
| Duality methods | 2009 | Elliott, Robert J. |
| Applications to weather derivatives and energy contracts | 2009 | Carmona, René |
| BSDEs and applications | 2009 | El Karoui, Nicole |
| Utility indifference pricing : an overview | 2009 | Henderson, Vicky |
| From Markovian to partially observable models | 2009 | Carmona, René |
| Indifference pricing of defaultable claims | 2009 | Bielecki, Tomasz R. |