Pricing jump risk with utility indifference

10.1080/14697680701881771

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Bibliographic Details
Main Authors:	Wu, L., Dai, M.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Jump-diffusion processes Numerical method Option pricing Utility indifference prices
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103970
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1039702023-10-25T07:15:17Z Pricing jump risk with utility indifference Wu, L. Dai, M. MATHEMATICS Jump-diffusion processes Numerical method Option pricing Utility indifference prices 10.1080/14697680701881771 Quantitative Finance 9 2 177-186 2014-10-28T02:43:40Z 2014-10-28T02:43:40Z 2009-03 Article Wu, L., Dai, M. (2009-03). Pricing jump risk with utility indifference. Quantitative Finance 9 (2) : 177-186. ScholarBank@NUS Repository. https://doi.org/10.1080/14697680701881771 14697688 http://scholarbank.nus.edu.sg/handle/10635/103970 000265409000006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Jump-diffusion processes Numerical method Option pricing Utility indifference prices
spellingShingle	Jump-diffusion processes Numerical method Option pricing Utility indifference prices Wu, L. Dai, M. Pricing jump risk with utility indifference
description	10.1080/14697680701881771
author2	MATHEMATICS
author_facet	MATHEMATICS Wu, L. Dai, M.
format	Article
author	Wu, L. Dai, M.
author_sort	Wu, L.
title	Pricing jump risk with utility indifference
title_short	Pricing jump risk with utility indifference
title_full	Pricing jump risk with utility indifference
title_fullStr	Pricing jump risk with utility indifference
title_full_unstemmed	Pricing jump risk with utility indifference
title_sort	pricing jump risk with utility indifference
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103970
_version_	1781787803269464064

Pricing jump risk with utility indifference

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