An example of indifference prices under exponential preferences

Musiela, Marek; Zariphopoulou, Thaleia

doi:10.1007/s00780-003-0112-5

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An example of indifference prices under exponential preferences

Author(s): Marek Musiela , Thaleia Zariphopoulou

Publication date Created: May 1 2004

Publication date (Print): May 1 2004

Journal: Finance and Stochastics

Publisher: Springer Nature

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Journal ID (publisher-id): 780

Title: Finance and Stochastics

Abbreviated Title: Finance and Stochastics

Publisher: Springer Nature

ISSN (Print): 0949-2984

ISSN (Electronic): 1432-1122

Publication date Created: May 1 2004

Publication date (Print): May 1 2004

Volume: 8

Issue: 2

Pages: 229-239

Article

DOI: 10.1007/s00780-003-0112-5

SO-VID: 4a6a6f43-8da0-45c6-a94b-2881bf8f2732

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An example of indifference prices under exponential preferences

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Exponential Random Graph Models

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