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Title:
Utility indifference pricing for non-smooth payoffs in a model with non-tradable assets
Speaker:
Luciano Campi
Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405121501-Campi.html
Workshop:
Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization