Recursiveness of indifference prices and translation-invariant preferences


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CHERIDITO, Patrick, Michael KUPPER, 2009. Recursiveness of indifference prices and translation-invariant preferences. In: Mathematics and Financial Economics. 2(3), pp. 173-188. ISSN 1862-9679. eISSN 1862-9660. Available under: doi: 10.1007/s11579-009-0020-3

@article{Cheridito2009-09Recur-40940, title={Recursiveness of indifference prices and translation-invariant preferences}, year={2009}, doi={10.1007/s11579-009-0020-3}, number={3}, volume={2}, issn={1862-9679}, journal={Mathematics and Financial Economics}, pages={173--188}, author={Cheridito, Patrick and Kupper, Michael} }

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