A note on utility indifference pricing
Year of publication: |
September 2016
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Authors: | Gerer, Johannes ; Dorfleitner, Gregor |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 6, p. 1-17
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Subject: | Utility indifference pricing | utility-based pricing | marginal pricing | shadow pricing | hedging | continuous time finance | derivatives pricing | Börsenkurs | Share price | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Martingal | Martingale | Nutzen | Utility | Preismanagement | Pricing strategy |
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