Exponential Utility of Indifference Prices and Hedging Strategy with Transaction Costs

Exponential Utility of Indifference Prices and Hedging Strategy with Transaction Costs

Liu Limin,Wang Xuantao

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PDF(223 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2011, Vol. 27 ›› Issue (6) : 587-596.

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Exponential Utility of Indifference Prices and Hedging Strategy with Transaction Costs

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2011, 27(6): 587-596

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