DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION?
type: Item
instance of: scholarly article
title: DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION?
zbMATH Open document ID: 1360.91144
author: Pietro Siorpaes
published in: Mathematical Finance
publication date: 2016-07-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/1207.4749
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6603661
zbMATH Keywords: utility-based pricing
zbMATH Keywords: arbitrage free
zbMATH Keywords: incomplete markets
MaRDI profile type: Publication
OpenAlex ID: W2159798116
arXiv ID: 1207.4749
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DOI: 10.1111/MAFI.12066
description: scientific article; zbMATH DE number 6603661