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    Utility indifference pricing of derivatives written on industrial loss index

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    Date
    2013
    Author
    Ngare, P
    Leobacher, G
    Type
    Article
    Language
    en
    Metadata
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    URI
    http://profiles.uonbi.ac.ke/pngare/publications/utility-indifference-pricing-derivatives-written-industrial-loss-index
    http://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
    Collections
    • Faculty of Arts & Social Sciences (FoA&SS / FoL / FBM) [6704]

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