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The single period binomial model
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Indifference pricing : theory and applications, (pp. 3-43). 2009
Persistent link: https://www.econbiz.de/10003807577
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Portfolio optimization
Ilhan, Aytac; Jonsson, Mattias; Sircar, Kaushik Ronnie - In: Indifference pricing : theory and applications, (pp. 183-210). 2009
Persistent link: https://www.econbiz.de/10003807585