The pricing of contingent claims and optimal positions in asymptotically complete markets (Q2403142): Difference between revisions
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Latest revision as of 05:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of contingent claims and optimal positions in asymptotically complete markets |
scientific article |
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The pricing of contingent claims and optimal positions in asymptotically complete markets (English)
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15 September 2017
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indifference pricing
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incomplete markets
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utility functions
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large position size
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