Indifference pricing for CRRA utilities (Q2392015)
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scientific article; zbMATH DE number 6195404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Indifference pricing for CRRA utilities |
scientific article; zbMATH DE number 6195404 |
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Indifference pricing for CRRA utilities (English)
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6 August 2013
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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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