A note on utility based pricing and asymptotic risk diversification (Q1938975)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on utility based pricing and asymptotic risk diversification |
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A note on utility based pricing and asymptotic risk diversification (English)
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26 February 2013
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utility indifference pricing
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diversification
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risk aversion
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entropy
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