Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact.

Yan Dolinsky Shir Moshe

Published in: SIAM J. Financial Math. (2022)

Keyphrases

high risk
risk factors
prostate cancer
data mining
artificial intelligence
decision trees
abnormal behavior
learning algorithm
data analysis
multi class
software engineering
decision support system
computer systems
model selection