Utility based pricing of contingent claims in incomplete markets (Q4483612)
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scientific article; zbMATH DE number 1918645
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility based pricing of contingent claims in incomplete markets |
scientific article; zbMATH DE number 1918645 |
Statements
Utility based pricing of contingent claims in incomplete markets (English)
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2002
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contingent claims
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incomplete markets
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reservation price
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expected utility
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optimization
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0.8479665517807007
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0.8404761552810669
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0.8340559601783752
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0.8210707306861877
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0.8170908093452454
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