Zero-level pricing and the HARA utility functions
type: Item
instance of: scholarly article
title: Zero-level pricing and the HARA utility functions
zbMATH Open document ID: 1161.91013
author: J. Martínez
published in: Journal of Optimization Theory and Applications
publication date: 2009-04-24T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5547283
zbMATH Keywords: asset pricing
zbMATH Keywords: zero-level pricing
zbMATH Keywords: hyperbolic absolute risk aversion utility
zbMATH Keywords: maximization
Wikidata QID: Q57700622
MaRDI profile type: Publication
full work available at URL: s10957-008-9420-4
OpenAlex ID: W2079715201
cites work: Arbitrage and universal pricing.
cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis
DOI: 10.1007/S10957-008-9420-4
description: scientific article; zbMATH DE number 5547283