Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422): Difference between revisions

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Latest revision as of 13:06, 26 June 2024

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Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
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    Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (English)
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    6 August 2007
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    utility maximization
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    incomplete markets
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    risk-aversion
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    risk-tolerance
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    random endowment
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    contingent claim
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    hedging
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    utility-based valuation
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    stochastic dominance
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