Utility indifference pricing and hedging to stochastic volatility model (Q3501480)
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scientific article; zbMATH DE number 5284199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility indifference pricing and hedging to stochastic volatility model |
scientific article; zbMATH DE number 5284199 |
Statements
3 June 2008
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reaction-diffusion systems
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utility indifference pricing
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utility indifference hedging
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0.8561522960662842
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0.8548643589019775
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0.839240312576294
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0.8313987851142883
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