Convergence of utility indifference prices to the superreplication price (Q857825)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of utility indifference prices to the superreplication price
scientific article

    Statements

    Convergence of utility indifference prices to the superreplication price (English)
    0 references
    0 references
    0 references
    5 January 2007
    0 references
    Utility indifference price
    0 references
    Superreplication price
    0 references
    Convergence
    0 references
    Utility maximization
    0 references
    Risk aversion
    0 references

    Identifiers