A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk
2016 ◽
Vol 54
(2)
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pp. 690-717
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2016 ◽
Vol 19
(06)
◽
pp. 1650037
2013 ◽
Vol 20
(4)
◽
pp. 304-326
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2020 ◽
Vol 86
◽
pp. 83-89
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2009 ◽
Vol 2009
(0)
◽
pp. 330-335