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research article

Indifference pricing for CRRA utilities

Malamud, Semyon  
•
Trubowitz, Eugene
•
Wüthrich, Mario V.
2013
Mathematics and Financial Economics
Type
research article
DOI
10.1007/s11579-013-0104-y
Author(s)
Malamud, Semyon  
Trubowitz, Eugene
Wüthrich, Mario V.
Date Issued

2013

Publisher

Springer, Springer-Verlag

Published in
Mathematics and Financial Economics
Volume

7

Issue

3

Start page

247

End page

280

Note

National Licences

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SFI-SM  
Available on Infoscience
August 23, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/160451