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Title: A scaling limit for utility indifference prices in the discretised Bachelier model
Award ID(s):
2006305
PAR ID:
10332710
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Finance and Stochastics
Volume:
26
Issue:
2
ISSN:
0949-2984
Page Range / eLocation ID:
335 to 358
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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