A note on utility-based pricing in models with transaction costs
Year of publication: |
2015
|
---|---|
Authors: | Davis, Mark H. A. ; Yoshikawa, Daisuke |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 3, p. 231-245
|
Subject: | Transaction costs | Utility-based price | Indifference pricing | Exponential utility | Utility-based curve | Partial equilibrium | Transaktionskosten | Nutzentheorie | Utility theory |
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