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Pseudo linear pricing rule for utility indifference valuation
Henderson, Vicky
;
Liang, Gechun
- In:
Finance and Stochastics
18
(
2014
)
3
,
pp. 593-615
<Para ID="Par1">This paper considers exponential
utility
indifference
pricing
for a multidimensional non-traded assets …
Persistent link: https://www.econbiz.de/10010997041
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