✦ LIBER ✦

Derivative pricing based on local utility maximization

✍ Scribed by Jan Kallsen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On utility-based derivative pricing with

✍ Kallsen, Jan; Kühn, Christoph 📂 Article 📅 2006 🏛 Oldenbourg Wissenschaftsverlag ⚖ 179 KB

Jointly optimal congestion and contentio

✍ Jang-Won Lee; Chiang, M.; Calderbank, R.A. 📂 Article 📅 2006 🏛 IEEE 🌐 English ⚖ 227 KB

Portfolio selection based on nonparametr

✍ Hai-xiang Yao 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 216 KB

A note on utility based pricing and asym

✍ Bruno Bouchard, Romuald Elie, Ludovic Moreau 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 253 KB

ON UTILITY-BASED PRICING OF CONTINGENT C

✍ Julien Hugonnier; Dmitry Kramkov; Walter Schachermayer 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 96 KB

Pricing with local interactions on agent

✍ Benoit Leloup 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 685 KB