Narrow search
Showing 1 - 2 of 2
Cover Image
Convergence of Utility Indifference Prices to the Superreplication Price
Carassus, Laurence; Rásonyi, Miklos - In: Mathematical methods of operations research 64 (2006) 1, pp. 145-154
Persistent link: https://www.econbiz.de/10007286891
Cover Image
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós - In: Mathematical methods of operations research 88 (2018) 2, pp. 241-281
Persistent link: https://www.econbiz.de/10011935667