On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure

Imen Ben Abdelwahed, Faouzi Trabelsi. On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure. IJMOR, 7(4):428-463, 2015. [doi]

Abstract

Abstract is missing.