Convergence of utility indifference prices to the superreplication price
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Publication:857825
DOI10.1007/s00186-006-0074-4zbMath1102.91037OpenAlexW2011787450MaRDI QIDQ857825
Miklós Rásonyi, Laurence Carassus
Publication date: 5 January 2007
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-006-0074-4
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