Utility Function from Maximum Entropy Principle

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dc.creatorDarooneh, Amir H.
dc.date2004-02-09
dc.date.accessioned2026-07-07T12:11:03Z
dc.date.available2026-07-07T12:11:03Z
dc.descriptionWe apply the maximum entropy principle to economic systems in equilibrium and find the density function for the market's wealth. This is the same as price density which is used for insurance pricing. The risk aversion parameter of the agent then it's utility function with respect to this density is derived.
dc.description6 pages, revtex4
dc.identifierhttps://arxiv.org/abs/cond-mat/0402240
dc.identifierhttp://arxiv.org/abs/cond-mat/0402240
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210108
dc.subjectStatistical Mechanics
dc.subjectPricing of Securities
dc.titleUtility Function from Maximum Entropy Principle
dc.typetext

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