• 1 Introduction
  • 2 Convergence results
  • 3 Indierence valuation with convergent constraints
  • 4 Indierence valuation in a Brownian setting
  • 4.1 Model setup and preliminary results
  • 4.2 Approximating the indierence value
  • 4.3 Continuity of the value process in the correlation
  • A Appendix: Proofs of the convergence results
  • Acknowledgments
  • References