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Search: subject:"Utility indifference pricing"
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CAPM
utility indifference pricing
20
Utility indifference pricing
18
Option pricing theory
11
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stochastic optimal control
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English
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Hodoshima, Jiro
2
Dorfleitner, Gregor
1
Gerer, Johannes
1
Ishinagi, Yoshikazu
1
Takino, Kazuhiro
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of accounting and finance
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Quantitative finance
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ECONIS (ZBW)
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Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
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2
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
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3
Stock performance by
utility
indifference
pricing
and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
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4
Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro
;
Ishinagi, Yoshikazu
- In:
International journal of accounting and finance
9
(
2019
)
1
,
pp. 68-85
Persistent link: https://www.econbiz.de/10012138845
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