Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2133825509 / rank | |||
Normal rank |
Revision as of 20:03, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sensitivity analysis of utility-based prices and risk-tolerance wealth processes |
scientific article |
Statements
Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (English)
0 references
6 August 2007
0 references
utility maximization
0 references
incomplete markets
0 references
risk-aversion
0 references
risk-tolerance
0 references
random endowment
0 references
contingent claim
0 references
hedging
0 references
utility-based valuation
0 references
stochastic dominance
0 references