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Utility indifference pricing : an overview
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Henderson, Vicky and Hobson, David (David G.) (2009) Utility indifference pricing : an overview. In: Carmona, R. (Rene), (ed.) Indifference Pricing : Theory and Applications. Princeton : Princeton University Press, pp. 44-74. ISBN 9781400833115
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Official URL: http://webcat.warwick.ac.uk/record=b2485053~S1
| Item Type: | Book Item | ||||
|---|---|---|---|---|---|
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HF Commerce |
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| Divisions: | Faculty of Science > Statistics Faculty of Social Sciences > Warwick Business School |
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| Library of Congress Subject Headings (LCSH): | Nonlinear pricing -- Mathematical models, Prices -- Mathematical models | ||||
| Publisher: | Princeton University Press | ||||
| Place of Publication: | Princeton | ||||
| ISBN: | 9781400833115 | ||||
| Book Title: | Indifference Pricing : Theory and Applications | ||||
| Editor: | Carmona, R. (Rene) | ||||
| Official Date: | 2009 | ||||
| Dates: |
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| Number of Pages: | 427 | ||||
| Page Range: | pp. 44-74 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| URI: | http://wrap.warwick.ac.uk/id/eprint/41075 |
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