Indifference pricing for CRRA utilities
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Publication:2392015
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Cites work
- scientific article; zbMATH DE number 5529013 (Why is no real title available?)
- A valuation algorithm for indifference prices in incomplete markets
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- Approximate word matches between two random sequences
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Cited in
(6)- Indifference pricing of insurance-linked securities in a multi-period model
- On an aggregate state-price deflator in a multi-period market model
- Event risk, contingent claims and the temporal resolution of uncertainty
- Best-estimate claims reserves in incomplete markets
- Forward exponential indifference valuation in an incomplete binomial model
- Utility indifference pricing of derivatives written on industrial loss indices
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