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Utility indifference pricing : an overview
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  • 2019Pricing and hedging in incomplete markets with model uncertainty29 cited
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  • 2007

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Valuation and hedging of weather derivatives on monthly average temperature
26 cited
  • 2016Utility indifference valuation of corporate bond with credit rating migration by structure approach23 cited
  • 2010ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS21 cited