VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300)
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scientific article; zbMATH DE number 1963358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION |
scientific article; zbMATH DE number 1963358 |
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VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (English)
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13 August 2003
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option pricing
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exponential utility
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incomplete markets
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