Optimal payoffs under state-dependent preferences
Bernard, Carole, Moraux, Franck, Rüschendorf, Ludger, Vanduffel, StevenVolume:
15
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2014.981576
Date:
July, 2015
File:
PDF, 531 KB
english, 2015