Convergence of Utility Indifference Prices to the Superreplication Price
| Year of publication: |
2006
|
|---|---|
| Authors: | Carassus, Laurence ; Rásonyi, Miklos |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 64.2006, 1, p. 145-154
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