On Fair Prices of a Contingent Claim with Random Interval PayoffOA
On Fair Prices of a Contingent Claim with Random Interval Payoff
YOU Su-rong;SHI Jia-yu
College of Science,Donghua University,Shanghai 210620,ChinaCollege of Science,Donghua University,Shanghai 210620,China
数理科学
utility maximizationweighted expected utilityrandom intervalfair price
utility maximizationweighted expected utilityrandom intervalfair price
《东华大学学报（英文版）》 2013 (2)
153-157,5
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