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1
Indifference Pricing: Theory and Applications
René Carmona
risk
price
utility
function
indifference
solution
ξt
pricing
convex
measures
optimal
market
martingale
theorem
stochastic
assume
exp
bsde
consider
defined
prices
hedging
continuous
yqs
θsg
bounded
functions
eγ
θs0
dwt
equation
exponential
ρa
dynamic
processes
ϕ
probability
derivatives
options
portfolio
asset
bsdes
coefficient
option
models
proposition
moreover
payoff
terminal
convolution
Fajl:
PDF, 4.77 MB
Vaši tagovi:
0
/
0
2
Indifference Pricing: Theory and Applications
PrincetonUP
René Carmona
risk
price
utility
function
indifference
solution
ξt
pricing
convex
measures
optimal
market
martingale
theorem
stochastic
assume
exp
bsde
consider
defined
prices
hedging
continuous
yqs
θsg
bounded
functions
eγ
θs0
dwt
equation
exponential
ρa
dynamic
processes
ϕ
probability
derivatives
options
portfolio
asset
bsdes
coefficient
option
models
proposition
moreover
payoff
terminal
convolution
Godina:
2009
Jezik:
english
Fajl:
PDF, 2.31 MB
Vaši tagovi:
0
/
0
english, 2009
3
Indifference Pricing: Theory and Applications (Princeton Series in Financial Engineering)
Princeton University Press
Rene Carmona
risk
price
utility
function
indifference
solution
ξt
pricing
convex
measures
optimal
market
martingale
theorem
stochastic
assume
exp
bsde
consider
defined
prices
hedging
continuous
yqs
θsg
bounded
functions
eγ
θs0
dwt
equation
exponential
ρa
dynamic
processes
ϕ
probability
derivatives
options
portfolio
asset
bsdes
coefficient
option
models
proposition
moreover
payoff
terminal
convolution
Godina:
2008
Jezik:
english
Fajl:
PDF, 2.11 MB
Vaši tagovi:
0
/
0
english, 2008
4
Indifference Pricing: Theory and Applications
Princeton University Press
René Carmona (editor)
risk
price
utility
function
indifference
solution
ξt
pricing
convex
measures
optimal
market
martingale
theorem
stochastic
assume
exp
bsde
consider
defined
prices
hedging
continuous
yqs
θsg
bounded
eγ
functions
θs0
dwt
equation
exponential
ρa
ϕ
dynamic
processes
probability
derivatives
options
portfolio
asset
bsdes
coefficient
option
models
proposition
moreover
payoff
terminal
convolution
Godina:
2008
Jezik:
english
Fajl:
PDF, 1.97 MB
Vaši tagovi:
0
/
0
english, 2008
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