A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON UTILITY INDIFFERENCE PRICING |
scientific article |
Statements
A NOTE ON UTILITY INDIFFERENCE PRICING (English)
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24 October 2016
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utility indifference pricing
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utility-based pricing
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marginal pricing
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shadow pricing
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hedging
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continuous time finance
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derivatives pricing
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