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Date
2005Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
The Annals of Applied ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Indifference value; Exponential utility; Dynamic valuation; BSDE; Semimartingale; Backward equation; BMO-martingales; Incomplete markets; Minimal entropy martingale measureOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Received September 2004.More
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ETH Bibliography
yes
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