Utility-indifference hedging and valuation via reaction-diffusion systems

File Description SizeFormat 
Utility-Indifference Hedging and Valuation.pdf265.26 kBAdobe PDFView/Open
Title: Utility-indifference hedging and valuation via reaction-diffusion systems
Authors: Becherer, D
Item Type: Journal Article
Issue Date: 8-Jan-2004
Citation: P ROY SOC LOND A MAT 460 ( 2041 ) 27 - 51
URI: http://hdl.handle.net/10044/1/69
Publisher Link: http://dx.doi.org/10.1098/rspa.2003.1234
DOI: 10.1098/rspa.2003.1234
ISSN: 1364-5021
Copyright Statement: © 2003 The Royal Society
Appears in Collections:Financial Mathematics



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commonsx