Exponential utility of indifference prices and hedging strategies with transaction costs (Q2916227)
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scientific article; zbMATH DE number 6090792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility of indifference prices and hedging strategies with transaction costs |
scientific article; zbMATH DE number 6090792 |
Statements
5 October 2012
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indifference prices
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hedging strategy
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transaction costs
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incomplete markets
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Exponential utility of indifference prices and hedging strategies with transaction costs (English)
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0.819172739982605
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0.807804524898529
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0.7951790690422058
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