Risk-averse asymptotics for reservation prices (Q635966): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse asymptotics for reservation prices |
scientific article |
Statements
Risk-averse asymptotics for reservation prices (English)
0 references
25 August 2011
0 references
utility indifference price
0 references
superreplication price
0 references
convergence
0 references
utility maximization
0 references
risk aversion
0 references
