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Indifference pricing: Theory and applications
Rene A. Carmona
Operations Research & Financial Engineering
Bendheim Center for Finance
Mathematics
High Meadows Environmental Institute
Princeton Institute for Computational Science and Engineering
Research output
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Book/Report
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Book
47
Scopus citations
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Keyphrases
Indifference Price
100%
Pricing Theory
100%
Hedging
66%
Utility Indifference Pricing
66%
Utility Function
33%
Mathematical Results
33%
Portfolio Optimization
33%
Diffusion Model
33%
Dynamic Risk Assessment
33%
Complete Markets
33%
Incomplete Markets
33%
Discrete States
33%
All-source
33%
Duality Theory
33%
Weather Derivatives
33%
Commodity Derivatives
33%
Defaultable Security
33%
Finite State Space
33%
Economics, Econometrics and Finance
Pricing
100%
Price Theory
100%
Incomplete Market
16%
Portfolio Selection
16%
Utility Function
16%
Hedging
16%
Commodity Derivative
16%