Comparing utility derivative premia under additive and multiplicative risks (Q6116752)
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scientific article; zbMATH DE number 7713934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing utility derivative premia under additive and multiplicative risks |
scientific article; zbMATH DE number 7713934 |
Statements
Comparing utility derivative premia under additive and multiplicative risks (English)
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18 July 2023
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utility premium
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multiplicative risk
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higher-order risk
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comparative risk aversion
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precautionary premium
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