Efficient approximations for utility-based pricing (Q6549635)
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scientific article; zbMATH DE number 7859378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient approximations for utility-based pricing |
scientific article; zbMATH DE number 7859378 |
Statements
Efficient approximations for utility-based pricing (English)
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4 June 2024
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utility-based pricing
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utility-based hedging
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incomplete model
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Monte Carlo method
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0.7488569021224976
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0.7401058673858643
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0.7303718328475952
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0.7211337685585022
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