Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302)
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scientific article; zbMATH DE number 6468502
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Indifference pricing and hedging in a multiple-priors model with trading constraints |
scientific article; zbMATH DE number 6468502 |
Statements
Indifference pricing and hedging in a multiple-priors model with trading constraints (English)
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31 July 2015
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indifference pricing
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stochastic differential utility
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trading constraints
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ambiguity
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variational inequality
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American option
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0.8013986945152283
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0.792185366153717
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0.7921367883682251
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0.7866140007972717
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0.7859492897987366
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