Indifference Pricing: Theory and Applications

By René A. Carmona. 2008

208 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/75d276595e45df48df1b2e5708d43db445c5bc05

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. Pauline Barrieu
2. Nicole El Karoui
3. Jocelyne Bion-Nadal
4. Thomas Kruse
5. Alexandre Popier
6. A. Jobert
7. L. Rogers

In Finance

1. Pauline Barrieu
2. Nicole El Karoui
3. Jocelyne Bion-Nadal
4. Martin Schweizer
5. Robert J. R. Elliott
6. Samuel N. Cohen
7. Nizar Touzi
8. Huyen Pham

In Management Science and Operations Research

1. Nicole El Karoui
2. Pauline Barrieu
3. Jocelyne Bion-Nadal
4. Robert J. R. Elliott
5. Samuel N. Cohen
6. Martin Schweizer
7. Alexander Schied
8. A. Jobert

Citations in the corpus

• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (2011, background): “This framework has a particular importance in finance as it corresponds to that of indifference pricing in incomplete markets when using an exponential utility criterion (in general in the bounded case) as in Rouge & El Karoui [44], and many other papers (see for instance Mania & Schweizer [35]) or ”