PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402)
From MaRDI portal
scientific article; zbMATH DE number 6751205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS |
scientific article; zbMATH DE number 6751205 |
Statements
PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (English)
0 references
21 July 2017
0 references
indifference pricing
0 references
incomplete markets
0 references
utility function
0 references
large position size
0 references
derivative contract
0 references
0 references
0 references
0 references
0 references
0 references
