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dc.contributor.author
Frei, Christoph
dc.contributor.author
Schweizer, Martin
dc.date.accessioned
2017-06-08T16:29:26Z
dc.date.available
2017-06-08T16:29:26Z
dc.date.issued
2008
dc.identifier.issn
1475-6064
dc.identifier.issn
0001-8678
dc.identifier.other
10.1239/aap/1214950210
dc.identifier.uri
http://hdl.handle.net/20.500.11850/4110
dc.language.iso
en
dc.publisher
Applied Probability Trust
dc.subject
exponential utility
dc.subject
indifference valuation
dc.subject
nontradable asset
dc.subject
stochastic volatility
dc.subject
random endowment
dc.subject
distortion power
dc.subject
correlated Brownian motion
dc.title
Exponential utility indifference valuation in two Brownian settings with stochastic correlation
dc.type
Journal Article
ethz.journal.title
Advances in Applied Probability
ethz.journal.volume
40
ethz.journal.issue
2
ethz.journal.abbreviated
Adv. Appl. Prob.
ethz.pages.start
401
ethz.pages.end
423
ethz.notes
Received 26 June 2007, Revision received 28 March 2007.
ethz.identifier.wos
ethz.identifier.nebis
000024913
ethz.publication.place
Sheffield
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
2017-06-08T16:29:59Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b732f6aa27132
ethz.ecitpid
pub:14216
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T16:39:22Z
ethz.rosetta.lastUpdated
2018-10-01T04:11:53Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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