Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082)
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scientific article; zbMATH DE number 7493049
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| default for all languages | No label defined |
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| English | Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact |
scientific article; zbMATH DE number 7493049 |
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Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (English)
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18 March 2022
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utility indifference pricing
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linear price impact
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asymptotic analysis
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0.8942815
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0.8483969
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0.8473517
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0.84369886
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0.84014463
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0.83989215
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0.83917075
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0.8337092
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