Indifference pricing for CRRA utilities
Year of publication: |
2013
|
---|---|
Authors: | Malamud, Semyon ; Trubowitz, Eugene ; Wüthrich, Mario V. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 7.2013, 3, p. 247-280
|
Subject: | Nutzenfunktion | Utility function | Nutzen | Utility | Unvollkommener Markt | Incomplete market | Risikoaversion | Risk aversion | USA | United States | Theorie | Theory |
-
The law of demand and risk aversion
Quah, John K.-H., (2003)
-
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco, (2002)
-
On the concavity and quasiconcavity properties of (σ,μ) utility functions
Lajeri-Chaherli, Fatma, (2016)
- More ...
-
Indifference Pricing for Power Utilities
Malamud, Semyon, (2008)
-
Endogenous completeness of diffusion driven equilibrium markets
HUGONNIER, Julien,
-
ASSET PRICING IN HETEROGENEOUS ECONOMIES I. WEAK HETEROGENEITY
Lengwiler, Yvan, (2006)
- More ...