Forward indifference valuation for dynamically incoming projects
type: Item
instance of: scholarly article
title: Forward indifference valuation for dynamically incoming projects
zbMATH Open document ID: 1542.91367
author: Haoran Wang
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2024-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 7896281
zbMATH Keywords: forward indifference valuation
zbMATH Keywords: dynamically incoming projects
zbMATH Keywords: indifference pricing
zbMATH Keywords: relative forward indifference valuation
zbMATH Keywords: predictable forward criteria
zbMATH Keywords: adaptive forward criteria
zbMATH Keywords: risk decomposition
MaRDI profile type: Publication
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DOI: 10.3934/PUQR.2024011
description: scientific article; zbMATH DE number 7896281