Indifference pricing of a power utility function under a discrete-time model (Q4901054)
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scientific article; zbMATH DE number 6129514
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| English | Indifference pricing of a power utility function under a discrete-time model |
scientific article; zbMATH DE number 6129514 |
Statements
24 January 2013
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power utility function
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indifference pricing
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martingale measure
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conditional expectation
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0.7724151611328125
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0.7645077109336853
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0.7630435228347778
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0.762661874294281
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0.7626424431800842
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