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"Bounds and Asymptotic Approximations for Utility Prices when Volatility is ..."

Ronnie Sircar, Thaleia Zariphopoulou (2004)

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DOI: 10.1137/S0363012903409253

access: closed

type: Journal Article

metadata version: 2023-06-26

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Ronnie Sircar, Thaleia Zariphopoulou:
Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random. SIAM J. Control. Optim. 43(4): 1328-1353 (2004)

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