Pricing with non-smooth utility function (Q3396066)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing with non-smooth utility function |
scientific article |
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Pricing with non-smooth utility function (English)
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16 September 2009
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pricing problem
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incomplete market
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convex duality
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marginal rate of substitution
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utility price
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fair price
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