PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE

By Virginia R. Young. 2004

49 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/63efb4c87493d84e6144de4c23c2a30d486729c6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Martin Schweizer
2. Michael Mania

In Economics and Econometrics

1. Martin Schweizer
2. Michael Mania

In Finance

1. Martin Schweizer
2. Michael Mania
3. Marie-Amélie Morlais
4. Dirk Becherer

Citations in the corpus

• Dynamic exponential utility indifference valuation (2005, methodology): “represented via functions of the state variables; see, for instance, [29] or [ 35 ] for recent papers with more references to earlier work.”