2024-03-28T20:07:22Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5950530
2011-09-27T08:56:35Z
60
91
Nikolaos Halidias (Athens)
Frei, Christoph; Malamud, Semyon; Schweizer, Martin
2011
5950530
English
Springer, Berlin/Heidelberg
https://zbmath.org/05950530
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Probab. Theory Relat. Fields 150, No. 1-2, 219-255 (2011).
60H10; 91G80
Convexity bounds for BSDE solutions, with applications to indifference valuation
j