Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138)
From MaRDI portal
scientific article; zbMATH DE number 7742861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework |
scientific article; zbMATH DE number 7742861 |
Statements
Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (English)
0 references
27 September 2023
0 references
absolute risk aversion
0 references
Knightian uncertainty
0 references
multiple-priors
0 references
nondominated model
0 references
superreplication price
0 references
utility indifference price
0 references
0 references
0 references
0 references
0 references
0 references
