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  • Search: subject:"Utility based valuation"
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Certainty equivalent 1 Credit risk 1 Erwartungsnutzen 1 Event risk 1 Expected utility 1 Incomplete market 1 Incomplete markets 1 Kreditrisiko 1 Risiko 1 Risk 1 Temporal resolution of uncertainty 1 Theorie 1 Theory 1 Unvollkommener Markt 1 Utility based valuation 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Collin-Dufresne, Pierre 1 Hugonnier, Julien 1
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Mathematics and financial economics 1
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ECONIS (ZBW) 1
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Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre; Hugonnier, Julien - In: Mathematics and financial economics 8 (2014) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
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