scientific article
From MaRDI portal
Publication:3613974
zbMath1165.91408MaRDI QIDQ3613974
Thaleia Zariphopoulou, Marek Musiela
Publication date: 16 March 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (11)
Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE ⋮ Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling ⋮ Competition in Fund Management and Forward Relative Performance Criteria ⋮ Three Essays on Exponential Hedging with Variable Exit Times ⋮ Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets ⋮ Time-consistent actuarial valuations ⋮ Explicit Description of HARA Forward Utilities and Their Optimal Portfolios ⋮ Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds ⋮ Indifference pricing of insurance-linked securities in a multi-period model ⋮ Forward Exponential Indifference Valuation in an Incomplete Binomial Model ⋮ A dual characterization of self-generation and exponential forward performances
This page was built for publication:
