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Hokkai-Gakuen University
utility-based pricing, utility indifference pricing, equilibrium, exponential utility
Indifference Pricing, Equilibrium
equilibrium, transaction costs, indifference pricing, utility-based price
Utility indifference pricing, Utility-based pricing, Partial equilibrium, Model uncertainty, Maxmin expected utility
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Disposition Effect, Prospect Theory, Ambiguity, Smooth Model of Ambiguity
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CreditGrades Model, Levy Process, Equity Option, Credit Default Swap, Wiener-Hopf Factorization
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