An example of indifference prices under exponential preferences
Marek Musiela; Thaleia Zariphopoulou
| Year of publication: |
2004
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|---|---|
| Authors: | Musiela, Marek ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 2, p. 229-239
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| Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002012576