검색결과 : 1건
No. | Article |
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1 |
A MULTIDIMENSIONAL EXPONENTIAL UTILITY INDIFFERENCE PRICING MODEL WITH APPLICATIONS TO COUNTERPARTY RISK Henderson V, Liang GC SIAM Journal on Control and Optimization, 54(2), 690, 2016 |
No. | Article |
---|---|
1 |
A MULTIDIMENSIONAL EXPONENTIAL UTILITY INDIFFERENCE PRICING MODEL WITH APPLICATIONS TO COUNTERPARTY RISK Henderson V, Liang GC SIAM Journal on Control and Optimization, 54(2), 690, 2016 |