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A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 3, pp. 399-414
Persistent link: https://www.econbiz.de/10002130322
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An example of indifference prices under exponential preferences
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
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Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10008908393