Indifference pricing for CRRA utilities (Q2392015)

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Indifference pricing for CRRA utilities
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    title
    Indifference pricing for CRRA utilities (English)
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    author
    Semyon Malamud
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    Eugene Trubowitz
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    Mario V. Wüthrich
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    publication date
    6 August 2013
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    zbMATH DE Number
    6195404
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    zbMATH Keywords
    indifference pricing
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    utility indifference pricing
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    incomplete market
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    arbitrage free market
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    hedging price
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    wealth process
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    utility maximization
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    large risk
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    risk aversion
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