The pricing of contingent claims and optimal positions in asymptotically complete markets (Q2403142)
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scientific article
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| English | The pricing of contingent claims and optimal positions in asymptotically complete markets |
scientific article |
Statements
The pricing of contingent claims and optimal positions in asymptotically complete markets (English)
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15 September 2017
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indifference pricing
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incomplete markets
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utility functions
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large position size
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0.9138975739479064
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0.8640613555908203
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0.8147271871566772
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0.8069888353347778
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0.7915056347846985
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