"A valuation algorithm for indifference prices in incomplete markets."

Marek Musiela, Thaleia Zariphopoulou (2004)

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DOI: 10.1007/S00780-003-0117-0

access: closed

type: Journal Article

metadata version: 2023-06-26

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Marek Musiela, Thaleia Zariphopoulou:
A valuation algorithm for indifference prices in incomplete markets. Finance Stochastics 8(3): 399-414 (2004)

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