Indifference pricing : theory and applications /

This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently,...

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Bibliographic Details
Other Authors: Carmona, R.
Format: Electronic eBook
Language:English
Published: Princeton : Princeton University Press, ©2009.
Series:Princeton series in financial engineering.
Subjects:
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