A maximum principle approach to risk indifference pricing with partial information.
An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank
Journal of Applied Mathematics and Stochastic Analysis (2008)
- Volume: 2008, page Article ID 821243, 15 p.-Article ID 821243, 15 p.
- ISSN: 2090-3332
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topAn, Ta Thi Kieu, Øksendal, Bernt, and Proske, Frank. "A maximum principle approach to risk indifference pricing with partial information.." Journal of Applied Mathematics and Stochastic Analysis 2008 (2008): Article ID 821243, 15 p.-Article ID 821243, 15 p.. <http://eudml.org/doc/55250>.
@article{An2008,
author = {An, Ta Thi Kieu, Øksendal, Bernt, Proske, Frank},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 821243, 15 p.-Article ID 821243, 15 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A maximum principle approach to risk indifference pricing with partial information.},
url = {http://eudml.org/doc/55250},
volume = {2008},
year = {2008},
}
TY - JOUR
AU - An, Ta Thi Kieu
AU - Øksendal, Bernt
AU - Proske, Frank
TI - A maximum principle approach to risk indifference pricing with partial information.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 821243, 15 p.
EP - Article ID 821243, 15 p.
LA - eng
UR - http://eudml.org/doc/55250
ER -
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