Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (Q4652585)
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scientific article; zbMATH DE number 2139127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random |
scientific article; zbMATH DE number 2139127 |
Statements
Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (English)
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28 February 2005
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financial mathematics
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derivative pricing
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stochastic volatility
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utility indifference pricing
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