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Publication:3154985
zbMath1073.60052MaRDI QIDQ3154985
Publication date: 14 January 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Approximate indifference pricing in exponential Lévy models ⋮ Rational hedging and valuation of integrated risks under constant absolute risk aversion. ⋮ Explicit Representations for Utility Indifference Prices ⋮ Convergence of utility indifference prices to the superreplication price: the whole real line case ⋮ Dynamic exponential utility indifference valuation
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