A note on utility indifference pricing
type: Item
instance of: scholarly article
zbMATH Open document ID: 1396.91730
DOI: 10.1142/S0219024916500370
author: Johannes Gerer
author: Gregor Dorfleitner
published in: International Journal of Theoretical and Applied Finance
publication date: 2016-10-24T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6642664
zbMATH Keywords: utility indifference pricing
zbMATH Keywords: utility-based pricing
zbMATH Keywords: marginal pricing
zbMATH Keywords: shadow pricing
zbMATH Keywords: hedging
zbMATH Keywords: continuous time finance
zbMATH Keywords: derivatives pricing
MaRDI profile type: Publication
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full work available at URL: s0219024916500370
OpenAlex ID: W2395806415
title: A note on utility indifference pricing
description: scientific article; zbMATH DE number 6642664