On dynamic programming equations for utility indifference pricing under delta constraints
Work
Year: 2011
Type: article
Author Takashi Adachi
Institution Fukushima Medical University
Cites: 32
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 48.51
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze