Convergence of utility indifference prices to the superreplication price (Q857825)
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scientific article; zbMATH DE number 5081920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of utility indifference prices to the superreplication price |
scientific article; zbMATH DE number 5081920 |
Statements
Convergence of utility indifference prices to the superreplication price (English)
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5 January 2007
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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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