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.

PDF(558 KB)
PDF(558 KB)
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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations
{{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

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(558 KB)

Accesses

Citation

Detail

Sections
Recommended

/