A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
Bachelor's
Saved in:
Main Author: | LIU SHANGYAN |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202952 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
UTILITY INDIFFERENCE PRICING IN INCOMPLETE MARKET
by: XUE ZHENGFEI
Published: (2021) -
Pricing jump risk with utility indifference
by: Wu, L., et al.
Published: (2014) -
UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
by: SHI CONG
Published: (2021) -
Heterogeneous agents and the indifference pricing of property index linked swaps
by: Pu, M., et al.
Published: (2013) -
The Inexplicable Indifferent Will
by: NOWACKI, Mark
Published: (2002)