"A Multidimensional Exponential Utility Indifference Pricing Model with ..."

Vicky Henderson, Gechun Liang (2016)

> Home

Details and statistics

DOI: 10.1137/15M1040293

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/HendersonL16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/HendersonL16
Vicky Henderson, Gechun Liang:
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk. SIAM J. Control. Optim. 54(2): 690-717 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.