Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (Q4652585): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:33, 7 February 2024
scientific article; zbMATH DE number 2139127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random |
scientific article; zbMATH DE number 2139127 |
Statements
Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (English)
0 references
28 February 2005
0 references
financial mathematics
0 references
derivative pricing
0 references
stochastic volatility
0 references
utility indifference pricing
0 references
