Risk-averse asymptotics for reservation prices

Laurence Carassus () and Miklós Rásonyi ()

Annals of Finance, 2011, vol. 7, issue 3, pages 375-387

Keywords: Utility indifference price; Superreplication price; Convergence; Utility maximization; Risk aversion; C61; C62; G11; G12 (search for similar items in EconPapers)
Date: 2011
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