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Risk-averse asymptotics for reservation prices - MaRDI portal

Risk-averse asymptotics for reservation prices (Q635966)

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Risk-averse asymptotics for reservation prices
scientific article

    Statements

    title
    Risk-averse asymptotics for reservation prices (English)
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    author
    Laurence Carassus
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    Miklós Rásonyi
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    publication date
    25 August 2011
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    zbMATH Keywords
    utility indifference price
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    superreplication price
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    convergence
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    utility maximization
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    risk aversion
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    60G48
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    91B16
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    zbMATH DE Number
    5942432
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    OpenAlex ID
    W2052310752
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    arXiv ID
    0904.1480
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