Neutral and Indifference Portfolio Pricing, Hedging and Investing (Q3083149)

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Neutral and Indifference Portfolio Pricing, Hedging and Investing
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    Neutral and Indifference Portfolio Pricing, Hedging and Investing (English)
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    18 March 2011
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    incomplete markets
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    investment portfolio optimization
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    fundamental matrix of derivatives pricing and hedging
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    equity valuation
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    neutral indifference pricing
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    stochastic volatility
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    partial differential equations
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    stochastic differential equations
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    \texttt{Mathematica}
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