Description Usage Arguments Value Examples
Inverse Function
1 | Inverse_P_Utility(uty, gamma_p)
|
uty |
Utility value |
gamma_p |
Paramater Gamma in the Power Utility function. Must be different than 0 |
The inverse of the Power Utility function, i.e. the value of the asset that results to the corresponding utility.
1 | Inverse_P_Utility(-0.4,2)
|
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