• 1 Introduction
  • 2 Motivation and definition of FER(H)
  • 3 No-arbitrage and existence of FER(H)
  • 4 Relating FER?(H) and FER?(0) to the indifference value
  • 5 A BSDE characterization of the indifference value process
  • 6 Application to a Brownian setting
  • References