Three essays on valuation and investment in incomplete markets
Year of publication: |
2011-05
|
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Other Persons: | Zariphopoulou, Thaleia (contributor) |
Subject: | Credit default | Indifference pricing | Infinite-dimensional stochastic processes | Malliavin calculus | Numeraire | Utility maximization | Incomplete markets | Credit derivatives | Collateralized debt obligations | Optimal investment | Pricing |
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