Utility maximization in markets with bid–ask spreads (Q3017887): Difference between revisions
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Revision as of 19:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization in markets with bid–ask spreads |
scientific article |
Statements
Utility maximization in markets with bid–ask spreads (English)
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20 July 2011
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optimal investment
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indifference pricing
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optimal hedging
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transaction costs
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incomplete markets
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bid-ask spreads
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