Indifference pricing under SAHARA utility (Q2223856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing under SAHARA utility |
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Indifference pricing under SAHARA utility (English)
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3 February 2021
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SAHARA utility
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indifference pricing
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utility maximization
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finite difference scheme
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incomplete markets
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