"Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds."

Jocelyne Bion-Nadal, Giulia Di Nunno (2020)

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DOI: 10.1137/18M120436X

access: closed

type: Journal Article

metadata version: 2020-07-29

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Jocelyne Bion-Nadal, Giulia Di Nunno:
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds. SIAM J. Financial Math. 11(2): 620-658 (2020)

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