Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact.

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
Read More Add to Saved list
  • Author(s): Dolinsky, Yan; Moshe, Shir
  • Source:
    SIAM Journal on Financial Mathematics; 2022, Vol. 13 Issue 1, pSC12-SC25, 14p