Consumption-utility indifference pricing for the project option to invest in an incomplete market

YE Xiao-fan

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3054-3060.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3054-3060. DOI: 10.12011/1000-6788(2013)12-3054

Consumption-utility indifference pricing for the project option to invest in an incomplete market

  • YE Xiao-fan
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(12): 3054-3060 https://doi.org/10.12011/1000-6788(2013)12-3054

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