Essays about: "Dorota Kaczorowska"

Found 1 essay containing the words Dorota Kaczorowska.

  1. 1. Hedging Strategies of an European Claim Written on a Nontraded Asset

    University essay from Högskolan i Halmstad

    Author : Dorota Kaczorowska; Piotr Wieczorek; []
    Keywords : numerical methods in finance; differential equations in financial mathematics; stochastic models; foundation of financial markets;

    Abstract : An article of Zariphopoulou and Musiela "An example of indifference prices under exponential preferences", was background of our work. ... READ MORE