Pricing for large positions in contingent claims (Q5283402)
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scientific article; zbMATH DE number 6751205
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing for large positions in contingent claims |
scientific article; zbMATH DE number 6751205 |
Statements
PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (English)
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21 July 2017
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indifference pricing
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incomplete markets
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utility function
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large position size
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derivative contract
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0.8221549987792969
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0.8069888353347778
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0.7802712917327881
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0.7682953476905823
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0.7681736946105957
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