Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082)
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scientific article; zbMATH DE number 7493049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact |
scientific article; zbMATH DE number 7493049 |
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Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (English)
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18 March 2022
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utility indifference pricing
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linear price impact
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asymptotic analysis
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