MathDB1 problem
- 0 votes0 replies0 views
The Black–Scholes scaling-limit conjecture for utility indifference prices
Black–Scholes scaling-limit conjecture. The scaling limit of the utility indifference prices should be
The Black–Scholes scaling-limit conjecture for utility indifference prices
Black–Scholes scaling-limit conjecture. The scaling limit of the utility indifference prices should be