Utility indifference pricing of derivatives written on industrial loss index
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Date
2013Author
Ngare, P
Leobacher, G
Type
ArticleLanguage
enMetadata
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http://profiles.uonbi.ac.ke/pngare/publications/utility-indifference-pricing-derivatives-written-industrial-loss-indexhttp://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/50956
Citation
Ngare, P, Leobacher G. 2013. Utility indifference pricing of derivatives written on industrial loss index. Under review.Publisher
School of Mathematics