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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Format: | Electronic eBook |
Language: | English |
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Princeton :
Princeton University Press,
©2009.
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Series: | Princeton series in financial engineering.
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Online Access: | CONNECT CONNECT CONNECT |