AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234)
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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)
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18 July 2007
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incomplete markets
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indifference value
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\(p\)-optimal martingale measure
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reverse Hölder inequality
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