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  Convexity bounds for BSDE solutions, with applications to indifference valuation
 
 
Title: Convexity bounds for BSDE solutions, with applications to indifference valuation
Author: Frei, Christoph
Malamud, Semyon
Schweizer, Martin
Appeared in: Probability theory and related fields
Paging: Volume 150 () nr. 1-2 pages 219-255
Year: 2010-03-11
Contents:
Publisher: Springer-Verlag, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 10 of 22 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands