most citedA Comment on the Conformable Euler Finite Difference Method

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q-fin.PR2024

Risk-indifference Pricing of American-style Contingent Claims

Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah +1

This paper studies the pricing of contingent claims of American style, using indifference pricing by fully dynamic convex risk measures. We provide a general definition of risk-ind…