Indifference pricing of pure endowments via BSDEs under partial information (Q5140641)
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scientific article; zbMATH DE number 7286462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of pure endowments via BSDEs under partial information |
scientific article; zbMATH DE number 7286462 |
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Indifference pricing of pure endowments via BSDEs under partial information (English)
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16 December 2020
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pure endowment
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partial information
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backward stochastic differential equations
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indifference pricing
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