Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case

✍ Scribed by Laurence Carassus; Miklós Rásonyi

• Book ID: 106334667
• Publisher: Springer Netherlands
• Year: 2007
• Tongue: English
• Weight: 428 KB
• Volume: 96
• Category: Article
• ISSN: 0167-8019
• DOI: 10.1007/s10440-007-9091-4