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seen Dec 27 '13 at 18:51

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Apr
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comment How do equivalent martingale measures arise in pricing?
I'm not sure how the form of the utility function is useful. This is part of a longer question, so perhaps it doesn't play a role just yet.
Apr
13
revised How do equivalent martingale measures arise in pricing?
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Apr
13
comment How do equivalent martingale measures arise in pricing?
No information on the distribution of the shares is given. Usually, we consider single-period models with d shares (assumed dependent) and a riskless bond of rate r.
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Apr
13
asked How do equivalent martingale measures arise in pricing?