Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices
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Publication:5080130
DOI10.1137/21M1393303zbMath1491.91150OpenAlexW4225263719WikidataQ114074101 ScholiaQ114074101MaRDI QIDQ5080130
Marcellino Gaudenzi, Michel H. Vellekoop
Publication date: 31 May 2022
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1393303
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