Convergence of Utility Indifference Prices to the Superreplication Price

Laurence Carassus () and Miklós Rásonyi
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Laurence Carassus: LPMA - Laboratoire de Probabilités et Modèles Aléatoires - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique
Miklós Rásonyi: SZTAKI - Institute for Computer Science and Control [Budapest] - MTA - Hungarian Academy of Sciences

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Date: 2006-06-24
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Published in Mathematical Methods of Operations Research, 2006, 64 (1), pp.145-154. ⟨10.1007/s00186-006-0074-4⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04833391

DOI: 10.1007/s00186-006-0074-4

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