An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product
Year of publication: |
2006
|
---|---|
Authors: | Bhattacharya, Sukanto ; Kumar, Kuldeep |
Published in: |
Journal of Economics and Management. - College of Business, ISSN 1819-0917. - Vol. 2.2006, 2, p. 111-122
|
Publisher: |
College of Business |
Subject: | financial structured product | rainbow option | tracking portfolio | investor utility | Shannon entropy | Markov process | fuzzy measure |
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