Author:
Ludkovski Michael,Young Virginia R.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference39 articles.
1. Rational hedging and valuation of integrated risks under constant absolute risk aversion;Becherer;Insurance: Mathematics and Economics,2003
2. Bielecki, T., Jeanblanc, M., 2004. Indifference pricing of defaultable claims. Technical Report. Illinois Institute of Technology
3. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance: Mathematics and Economics,2005
4. Arbitrage Theory in Continuous Time;Björk,1998
5. Dynamic asset pricing theory with uncertain time-horizon;Blanchet-Scalliet;Journal of Economic Dynamics and Control,2005
Cited by
28 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献