Exponential utility indifference valuation
correlation, semimartingales, BSDEs, convergence
dc.contributor.author
Frei, Christoph Martin
dc.contributor.supervisor
Cvitanić, Jakša
dc.contributor.supervisor
Schweizer, Martin
dc.date.accessioned
2017-06-13T09:11:55Z
dc.date.available
2017-06-13T09:11:55Z
dc.date.issued
2009
dc.identifier.uri
http://hdl.handle.net/20.500.11850/151404
dc.identifier.doi
10.3929/ethz-a-005897668
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN)
dc.subject
KAPITALANLAGE-BEWERTUNGSMODELLE (OPERATIONS RESEARCH)
dc.subject
NUTZWERT (WIRTSCHAFT)
dc.subject
MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
dc.subject
STOCHASTISCHE MODELLE DER MATHEMATISCHEN LINGUISTIK
dc.subject
ASSET ALLOCATION (INVESTMENT STRATEGIES)
dc.subject
CAPITAL ASSET PRICING MODELS (OPERATIONS RESEARCH)
dc.subject
UTILITY VALUE (ECONOMY)
dc.subject
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
dc.subject
STOCHASTIC MODELS OF MATHEMATICAL LINGUISTICS
dc.title
Exponential utility indifference valuation
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.title.subtitle
correlation, semimartingales, BSDEs, convergence
ethz.size
1 Band
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 18494, 2009.
ethz.identifier.diss
18494
ethz.identifier.nebis
005897668
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-13T09:16:31Z
ethz.source
ECOL
ethz.identifier.importid
imp59366ada296e180296
ethz.ecolpid
eth:191
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-18T11:16:07Z
ethz.rosetta.lastUpdated
2020-02-15T03:24:13Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30301]