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dc.contributor.author
Klöppel, Susanne
dc.contributor.author
Schweizer, Martin
dc.date.accessioned
2017-06-19T14:04:54Z
dc.date.available
2017-06-19T14:04:54Z
dc.date.issued
2007-10
dc.identifier.issn
0960-1627
dc.identifier.issn
1467-9965
dc.identifier.other
10.1111/j.1467-9965.2007.00317.x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/163039
dc.language.iso
en
dc.publisher
Wiley-Blackwell
dc.subject
utility indifference valuation
dc.subject
monetary concave utility functionals
dc.subject
time-consistency
dc.subject
convolution
dc.subject
representation of risk measures
dc.subject
convex risk measures
dc.subject
incomplete markets
dc.title
Dynamic Utility Indifference Valuation via Convex Risk Measures
dc.type
Journal Article
ethz.journal.title
Mathematical Finance
ethz.journal.volume
17
ethz.journal.issue
4
ethz.journal.abbreviated
Math. finance
ethz.pages.start
599
ethz.pages.end
627
ethz.notes
Article first published online 14 September 2007.
ethz.identifier.nebis
003866656
ethz.publication.place
Boston
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-19T14:05:29Z
ethz.source
ECIT
ethz.identifier.importid
imp59364f087385623024
ethz.ecitpid
pub:77091
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-31T17:15:57Z
ethz.rosetta.lastUpdated
2018-11-05T12:10:18Z
ethz.rosetta.versionExported
true
ethz.COinS
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