Do arbitrage-free prices come from utility maximization? (Q5739191)
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scientific article; zbMATH DE number 6603661
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| English | Do arbitrage-free prices come from utility maximization? |
scientific article; zbMATH DE number 6603661 |
Statements
DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (English)
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15 July 2016
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utility-based pricing
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arbitrage free
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incomplete markets
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0.804602324962616
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0.7874935269355774
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0.7855971455574036
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0.7836254835128784
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0.7836254835128784
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