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Indifference Pricing Under Epstein-Zin Utility: Maximum Principle

Kamdem, Donatien Wilfried Kuissi (University of Cape Coast, 2018-07)

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Author
- Kamdem, Donatien Wilfried Kuissi (1)
Subject
- Epstein-Zin Utility (1)
- Factor Model (1)
- Indifference Pricing (1)
- ... View More
Date Issued
- 2018 (1)