This paper is concerned with option pricing in an incomplete market driven by a jumpdiffusion process. We price options according to the principle of utility indifference. Our main contribution is an efficient multi-nomial tree method for computing the utility indifference prices for both European and American options. Moreover, we conduct an extensive numerical study to examine how the indiffe...

background the choice of what parameters are needed for the diagnosis of metabolic syndrome (mets) has been criticized due to the lack of an actual “gold standard” diagnostic test even in adults. this problem seems to be greater in children and adolescents. objectives stability assessment of factor structure underlying metabolic syndrome (mets) components from childhood to adolescence in a pane...