DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191)
From MaRDI portal
scientific article; zbMATH DE number 6603661
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
15 July 2016
0 references
utility-based pricing
0 references
arbitrage free
0 references
incomplete markets
0 references
0 references
0 references
