Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138)
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scientific article; zbMATH DE number 7742861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework |
scientific article; zbMATH DE number 7742861 |
Statements
Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (English)
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27 September 2023
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absolute risk aversion
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Knightian uncertainty
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multiple-priors
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nondominated model
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superreplication price
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utility indifference price
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