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