SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Utility indifference pricing : an overview · Study

ArticleShelves

ArticleUtility indifference pricing : an overview

Vicky Henderson2009

OA

Articlegreen2009

Utility indifference pricing : an overview

Vicky Henderson · David G. Hobson

119 citations·0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Decision-Making and Behavioral Economics Stochastic processes and financial applications Economic theories and models

Abstract

No description provided

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 119 citations exist upstream.

Cited by

2007Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach 2015A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs 2009OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING 2017Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 2009Continuous-time mean–variance portfolio selection with liability and regime switching 2008Market Consistent Pricing of Insurance Products 2008Valuation of power plants by utility indifference and numerical computation 2013EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS

Details

Year2009

Typearticle

Published2009-01-01

Languageen

Citations119

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

Identifiers

doi10.82444/warw.33615406

openalex_workW1553441663

Links

landing

Imported from OpenAlex (CC0) — nothing here is generated.