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"Risk averse asymptotics in a Black-Scholes market on a finite time horizon."

Peter Grandits, Stefan Thonhauser (2011)

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DOI: 10.1007/S00186-011-0347-4

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - https://dblp.org/rec/journals/mmor/GranditsT11
Peter Grandits, Stefan Thonhauser:
Risk averse asymptotics in a Black-Scholes market on a finite time horizon. Math. Methods Oper. Res. 74(1): 21-40 (2011)

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