A note on utility indifference pricing (Q2828052)
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scientific article; zbMATH DE number 6642664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on utility indifference pricing |
scientific article; zbMATH DE number 6642664 |
Statements
24 October 2016
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utility indifference pricing
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utility-based pricing
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marginal pricing
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shadow pricing
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hedging
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continuous time finance
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derivatives pricing
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A note on utility indifference pricing (English)
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0.8060422539710999
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0.8044708371162415
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0.8027228713035583
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0.7970126867294312
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0.7890421748161316
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