A maximum principle approach to risk indifference pricing with partial information.
An, Ta Thi Kieu ; Øksendal, Bernt ; Proske, Frank
Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008), / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
DOI : https://doi.org/10.1155/2008/821243
EUDML-ID : urn:eudml:doc:55250 
@article{05538663,
     title = {A maximum principle approach to risk indifference pricing with partial information.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2008},
     year = {2008},
     doi = {10.1155/2008/821243},
     zbl = {1158.91350},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05538663}
}

An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank. A maximum principle approach to risk indifference pricing with partial information.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008) . doi : 10.1155/2008/821243. http://gdmltest.u-ga.fr/item/05538663/