Risk-averse asymptotics for reservation prices (Q635966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse asymptotics for reservation prices |
scientific article |
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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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