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zbMath1185.91162MaRDI QIDQ3613978

Mattias Jonsson, Aytaç İlhan, Ronnie Sircar

Publication date: 16 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

incomplete market Legendre transform portfolio optimization asymptotic approximations utility-indifference pricing

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (2)

Optimal investment with derivatives and pricing in an incomplete market ⋮ Dynamic valuation of options on non-traded assets and trading strategies

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