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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 |
| Divisions: | Faculty of Science > Statistics Faculty of Social Sciences > Warwick Business School |
| 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) |
| Date: | 2009 |
| 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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