Utility indifference pricing : an overview
Year of publication: |
2009
|
---|---|
Authors: | Henderson, Vicky ; Hobson, David G. |
Published in: |
Indifference pricing : theory and applications. - Princeton, N.J. : Princeton Univ. Press, ISBN 978-0-691-13883-1. - 2009, p. 44-73
|
Subject: | Theorie | Theory | Nutzen | Utility | Unvollkommener Markt | Incomplete market | Martingal | Martingale |
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