EconPapers    
Economics at your fingertips  
 

Upper and lower bounds on dynamic risk indifference prices in incomplete markets

Xavier De Scheemaekere ()

No 10-044, Working Papers CEB from ULB -- Universite Libre de Bruxelles

Keywords: Backward stochastic differential equations; Dynamic convex risk measures; Incomplete markets; Indifference pricing (search for similar items in EconPapers)
JEL-codes: C73 D52 G13 (search for similar items in EconPapers)
Pages: 20 p.
Date: 2010-09
References: View complete reference list from CitEc
Citations: Track citations by RSS feed

Published by:

Downloads: (external link)
https://dipot.ulb.ac.be/dspace/bitstream/2013/62988/1/wp10044.pdf wp10044 (application/pdf)

Related works:
Working Paper: Upper and lower bounds on dynamic risk indifference prices in incomplete markets (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sol:wpaper:2013/62988

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... ulb.ac.be:2013/62988

Access Statistics for this paper

More papers in Working Papers CEB from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

 
Page updated 2021-05-03
Handle: RePEc:sol:wpaper:2013/62988