AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:38, 8 February 2024
scientific article; zbMATH DE number 5172244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION |
scientific article; zbMATH DE number 5172244 |
Statements
AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (English)
0 references
18 July 2007
0 references
incomplete markets
0 references
indifference value
0 references
\(p\)-optimal martingale measure
0 references
reverse Hölder inequality
0 references
