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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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Business & Economics
Indifference Pricing
100%
Pricing Theory
85%
Derivatives
29%
Diffusion Model
27%
Dynamic Risk Measures
26%
Commodity Derivative
24%
Weather Derivatives
24%
Duality Theory
22%
Pricing
21%
Complete Markets
20%
Randomness
20%
Incomplete Markets
18%
State Space
17%
Indifference
17%
Portfolio Optimization
17%
Discrete-time
16%
Hedge
15%
Hedging
14%
Utility Function
14%
Engineers
13%
Paradigm
11%