Publications in Scientific Journals:
L. Carassus, M. Rasonyi:
"Convergence of utility indifference prices to the superreplication price: the whole real line case";
Acta Applicandae Mathematicae,
96
(2007),
119
- 135.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s10440-007-9091-4
Related Projects:
Project Head Walter Schachermayer:
Finanzmarktmodelle unter Transaktionskosten (Dualitätstheorie, Bewertung und Absicherung für Finanzmarktmodelle unter Transaktionskosten: Semimartingale und darüber hinaus)
Created from the Publication Database of the Vienna University of Technology.