Work

Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model

Year: 2007

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-0-8176-4545-8_16

Authors: Marek Musiela, Thaleia Zariphopoulou

Institutions: BNP Paribas (United Kingdom), The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W200028774

FWCI: 9.288

Cites: 33

Cited by: 73

Related to: 10