Items where Author is "Carassus, Laurence"
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Number of items: 3.
2006
Date | Author/Title | Document Type | |
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2006 | Carassus, Laurence and Rásonyi, Miklós Convergence of utility indifference prices to the superreplication price | ISI Article |
2007
Date | Author/Title | Document Type | |
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2007 | Carassus, Laurence and Rásonyi, Miklós Convergence of utility indifference prices to the superreplication price: the wgole real line case | ISI Article | |
2007 | Carassus, Laurence and Rásonyi, Miklós Optimal strategies and utility-based prices converge when agents' preferences do | ISI Article |