A scaling limit for utility indifference prices in the discretised Bachelier model
Crossref DOI link: https://doi.org/10.1007/s00780-022-00473-y
Published Online: 2022-03-01
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cohen, Asaf
Dolinsky, Yan
Text and Data Mining valid from 2022-03-01
Version of Record valid from 2022-03-01
Article History
Received: 1 March 2021
Accepted: 29 November 2021
First Online: 1 March 2022