Pricing with non-smooth utility function (Q3396066)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5604268
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing with non-smooth utility function |
scientific article; zbMATH DE number 5604268 |
Statements
Pricing with non-smooth utility function (English)
0 references
16 September 2009
0 references
pricing problem
0 references
incomplete market
0 references
convex duality
0 references
marginal rate of substitution
0 references
utility price
0 references
fair price
0 references
0 references
0.8643655180931091
0 references
0.8210707306861877
0 references
0.8168461918830872
0 references
0.794337272644043
0 references
0.7926622033119202
0 references
