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"Indifference pricing under SAHARA utility."

An Chen, Thai Nguyen, Nils Sørensen (2021)

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DOI: 10.1016/J.CAM.2020.113288

access: closed

type: Journal Article

metadata version: 2021-02-11

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An Chen, Thai Nguyen, Nils Sørensen:
Indifference pricing under SAHARA utility. J. Comput. Appl. Math. 388: 113288 (2021)

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