We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where … standard option pricing inapplicable. Therefore we parametrize the investor's risk preference and use utility indifference … pricing techniques. We use Lease Square Monte Carlo simulations as a dimension reduction technique. Moreover, an investor …

We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where … standard option pricing inapplicable. Therefore we parametrize the investor's risk preference and use utility indifference … pricing techniques. We use Lease Square Monte Carlo simulations as a dimension reduction technique. Moreover, an investor …

We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where … standard option pricing inapplicable. Therefore we parametrize the investor's risk preference and use utility indifference … pricing techniques. We use Lease Square Monte Carlo simulations as a dimension reduction technique. Moreover, an investor …

transaction costs. In the second part of this thesis we consider the utility indifference pricing problem in incomplete markets …

. In this thesis we address these issues by pricing credit instruments using utility indifference pricing, a method that …