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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
72
Scopus citations
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Keyphrases
Indifference Price
100%
Pricing Theory
100%
Hedging
50%
Utility Indifference Pricing
50%
From the Editor
25%
Utility Function
25%
Mathematical Results
25%
Portfolio Optimization
25%
Diffusion Model
25%
Dynamic Risk Assessment
25%
Complete Markets
25%
Incomplete Markets
25%
Discrete States
25%
All-source
25%
Duality Theory
25%
Weather Derivatives
25%
Commodity Derivatives
25%
Hoek
25%
Defaultable Security
25%
Finite State Space
25%
Social Sciences
Pricing
100%
Mathematicians
14%
Bibliographies
14%
Incomplete Market
14%
Portfolio Optimization
14%
Economics, Econometrics and Finance
Price Theory
100%