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
Full text not available from this repository.Item Type: | Article |
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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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