Indifference Pricing Theory and Applications

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Indifference Pricing: Theory and Applications by René Carmona
English | 2008 | ISBN: 0691138834 | 440 pages | PDF | 2,1 MB

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.

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Tags: Applications, Theory, Pricing, Indifference
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