Zero-level pricing and the HARA utility functions (Q1014025)

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scientific article; zbMATH DE number 5547283
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English
Zero-level pricing and the HARA utility functions
scientific article; zbMATH DE number 5547283

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    Zero-level pricing and the HARA utility functions (English)
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    24 April 2009
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    asset pricing
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    zero-level pricing
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    hyperbolic absolute risk aversion utility
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    maximization
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