"Pseudo linear pricing rule for utility indifference valuation."

Vicky Henderson, Gechun Liang (2014)

> Home

Details and statistics

DOI: 10.1007/S00780-014-0235-X

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/HendersonL14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/HendersonL14
Vicky Henderson, Gechun Liang:
Pseudo linear pricing rule for utility indifference valuation. Finance Stochastics 18(3): 593-615 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.