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	Consumption Utility-based Indifference Pricing of European Options on Nontradable Underlying Assets
	Yang Zhaojun; Yi Hao; Song Dandan; Yang Jinqiang
刊名	Journal of Hunan University. Natural Sciences
	2012
卷号	Vol.39 No.12页码:89-93
关键词	consumption utility-based indifference pricing incomplete market idiosyncratic risk opti- mal control control theory
ISSN号	1674-2974
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6506308
专题	湖南大学
作者单位	School of Finance and Statistics, Hunan Univ, Changsha, Hunan 410082, China
推荐引用方式 GB/T 7714	Yang Zhaojun,Yi Hao,Song Dandan,et al. Consumption Utility-based Indifference Pricing of European Options on Nontradable Underlying Assets[J]. Journal of Hunan University. Natural Sciences,2012,Vol.39 No.12:89-93.
APA	Yang Zhaojun,Yi Hao,Song Dandan,&Yang Jinqiang.(2012).Consumption Utility-based Indifference Pricing of European Options on Nontradable Underlying Assets.Journal of Hunan University. Natural Sciences,Vol.39 No.12,89-93.
MLA	Yang Zhaojun,et al."Consumption Utility-based Indifference Pricing of European Options on Nontradable Underlying Assets".Journal of Hunan University. Natural Sciences Vol.39 No.12(2012):89-93.

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