Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039): Difference between revisions
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Revision as of 09:27, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging |
scientific article |
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Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (English)
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5 September 2014
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incomplete markets
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asset pricing
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derivative pricing models
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quantitative finance techniques
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hedging with utility based preferences
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computational finance
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pricing with utility based preferences
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