Risk-averse asymptotics for reservation prices

Carassus, L and Rásonyi, Miklós (2011) Risk-averse asymptotics for reservation prices. ANNALS OF FINANCE, 7. pp. 375-387. ISSN 1614-2446

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Item Type: Article
Uncontrolled Keywords: utility maximization, utility indifference price, superreplication price, risk aversion, CONVERGENCE
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: EPrints Admin
Date Deposited: 11 Dec 2012 16:29
Last Modified: 05 Feb 2014 12:18
URI: https://eprints.sztaki.hu/id/eprint/6177

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