Codex Wiki OurBigBook logoOurBigBook.comSite Source code

Utility indifference price

A utility indifference price for a claim is the cash amount at which optimally buying the claim leaves the investor with the same maximal expected utility as trading without it.

Ancestors (7)

  1. Expected utility maximization
  2. Utility function
  3. Mathematical finance
  4. Mathematical optimization
  5. Area of mathematics
  6. Mathematics
  7. Home

Incoming links (1)