Consumption utility-based pricing of the option to invest with partial information

ZHAO Li, HUANG Wenli, LI Shenghong

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 604-612.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 604-612. DOI: 10.12011/1000-6788(2016)03-0604-09

Consumption utility-based pricing of the option to invest with partial information

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(3): 604-612 https://doi.org/10.12011/1000-6788(2016)03-0604-09

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