A note on utility-based pricing
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Publication:2351402
DOI10.1007/s11579-015-0142-8zbMath1403.91156OpenAlexW3123409178MaRDI QIDQ2351402
Daisuke Yoshikawa, Mark H. A. Davis
Publication date: 23 June 2015
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/42549
exponential utilityindifference pricingincome effectpartial equilibriumsubstitution effectutility-based pricing
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Cites Work
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