"Utility indifference pricing of derivatives written on industrial loss ..."

Gunther Leobacher, Philip Ngare (2016)

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DOI: 10.1016/J.CAM.2015.11.028

access: open

type: Journal Article

metadata version: 2021-02-16

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Gunther Leobacher, Philip Ngare:
Utility indifference pricing of derivatives written on industrial loss indices. J. Comput. Appl. Math. 300: 68-82 (2016)

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