Utility indifference pricing and mean-variance approach when the degree of risk aversion is small

Utility indifference pricing and mean-variance approach when the degree of risk aversion is small
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风险厌恶程度较小时的效用无差异定价与均值方差法

DOI:
10.17654/0972086322016
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发表时间:
2022
期刊:
Far East Journal of Theoretical Statistics
影响因子:
--
通讯作者:
Jiro Hodoshima
Jiro Hodoshima
中科院分区:
--
文献类型:
--
作者:
Hodoshima Jiro;Yamawake Toshiyuki;Jiro Hodoshima

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