Risk averse asymptotics in a Black–Scholes market on a finite time horizon
- 9 March 2011
- journal article
- research article
- Published by Springer Science and Business Media LLC in Mathematical Methods of Operations Research
- Vol. 74 (1), 21-40
- https://doi.org/10.1007/s00186-011-0347-4
Abstract
No abstract availableKeywords
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