"Convergence of Utility Indifference Prices to the Superreplication Price."

Laurence Carassus, Miklós Rásonyi (2006)

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DOI: 10.1007/S00186-006-0074-4

access: closed

type: Journal Article

metadata version: 2021-10-14

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Laurence Carassus, Miklós Rásonyi:
Convergence of Utility Indifference Prices to the Superreplication Price. Math. Methods Oper. Res. 64(1): 145-154 (2006)

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