Risk-averse asymptotics for reservation prices (Q635966): Difference between revisions

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Latest revision as of 10:42, 4 July 2024

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Risk-averse asymptotics for reservation prices
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    Risk-averse asymptotics for reservation prices (English)
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    25 August 2011
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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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