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

Kramkov, Dmitry, Sîrbu, Mihai
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Volume:
16
Journal:
The Annals of Applied Probability
DOI:
10.1214/105051606000000529
Date:
November, 2006
File:
PDF, 502 KB
2006
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