검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Utility Indifference Valuation for Non-smooth Payoffs with an Application to Power Derivatives Benedetti G, Campi L Applied Mathematics and Optimization, 73(2), 349, 2016 |
| 2 |
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 |
| 3 |
EXPONENTIAL HEDGING WITH OPTIMAL STOPPING AND APPLICATION TO EMPLOYEE STOCK OPTION VALUATION Leung T, Sircar R SIAM Journal on Control and Optimization, 48(3), 1422, 2009 |