An example of indifference prices under exponential preferences
Year of publication: |
2004
|
---|---|
Authors: | Musiela, Marek ; Zariphopoulou, Thaleia |
Published in: |
Finance and Stochastics. - Springer. - Vol. 8.2004, 2, p. 229-239
|
Publisher: |
Springer |
Subject: | Incomplete markets | indifference prices | nonlinear asset pricing |
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