Found 7 Documents (Results 1–7)
A scaling limit for utility indifference prices in the discretised Bachelier model. (English) Zbl 1484.91472
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria. (English) Zbl 1484.91088
Filter Results by …
all
top 5
Author
- Bensoussan, Alain (1)
- Boudabsa, Lotfi (1)
- Chiarolla, Maria B. (1)
- Cohen, Asaf (1)
- De Angelis, Tiziano (1)
- Deng, Shuoqing (1)
- Dolinsky, Yan (1)
- Filipović, Damir (1)
- Furrer, Christian (1)
- Huang, Yu-Jui (1)
- Li, Xun (1)
- Ma, Guiyuan (1)
- Pham, Huyên (1)
- Siu, Chi Chung (1)
- Stabile, Gabriele (1)
- Yam, Sheung Chi Phillip (1)
- Zhou, Zhou (1)