Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case

Author： Carassus Laurence   Rásonyi Miklós  

Publisher： Springer Publishing Company

ISSN： 0167-8019

Source： Acta Applicandae Mathematicae, Vol.96, Iss.1-3, 2007-05, pp. : 119-135

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