A note on utility based pricing and asymptotic risk diversification (Q1938975)
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scientific article; zbMATH DE number 6139063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on utility based pricing and asymptotic risk diversification |
scientific article; zbMATH DE number 6139063 |
Statements
A note on utility based pricing and asymptotic risk diversification (English)
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26 February 2013
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utility indifference pricing
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diversification
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risk aversion
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entropy
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0.8895688
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0.8692348
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0.86670613
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0.86475325
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0.86347747
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