Metadata only
Datum
2005Typ
- Journal Article
ETH Bibliographie
yes
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Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
The Annals of Applied ProbabilityBand
Seiten / Artikelnummer
Verlag
Institute of Mathematical StatisticsThema
Indifference value; Exponential utility; Dynamic valuation; BSDE; Semimartingale; Backward equation; BMO-martingales; Incomplete markets; Minimal entropy martingale measureOrganisationseinheit
03658 - Schweizer, Martin / Schweizer, Martin
Anmerkungen
Received September 2004.ETH Bibliographie
yes
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