Sensitivity Analysis of Utility-Based Prices and...

The Annals of Applied Probability 2006 / 11 Vol. 16; Iss. 4

Sensitivity Analysis of Utility-Based Prices and Risk-Tolerance Wealth Processes

Dmitry Kramkov and Mihai Sîrbu
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Volume:
16
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/25449845
Date:
November, 2006
File:
PDF, 4.19 MB
english, 2006
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