Pricing jump risk with utility indifference
10.1080/14697680701881771
Saved in:
Main Authors: | Wu, L., Dai, M. |
---|---|
Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103970 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
by: Cheang, Gerald H L, et al.
Published: (2019) -
Heterogeneous agents and the indifference pricing of property index linked swaps
by: Pu, M., et al.
Published: (2013) -
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
by: Garces, Len Patrick Dominic M, et al.
Published: (2021) -
Pricing Options Using Predictor-Corrector Schemes
by: HILPERT THIBAUT
Published: (2011) -
The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
by: Fan, G.-Z., et al.
Published: (2013)