Forward Exponential Performances: Pricing and Optimal Risk Sharing (Q2940775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward Exponential Performances: Pricing and Optimal Risk Sharing |
scientific article |
Statements
Forward Exponential Performances: Pricing and Optimal Risk Sharing (English)
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20 January 2015
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forward performance criteria
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stochastic utility
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stochastic risk aversion
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indifference price
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optimal risk sharing
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exponential utility
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contingent claim pricing
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