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]
@article{AbdelwahedT15, title = {On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure}, author = {Imen Ben Abdelwahed and Faouzi Trabelsi}, year = {2015}, doi = {10.1504/IJMOR.2015.070197}, url = {http://dx.doi.org/10.1504/IJMOR.2015.070197}, researchr = {https://researchr.org/publication/AbdelwahedT15}, cites = {0}, citedby = {0}, journal = {IJMOR}, volume = {7}, number = {4}, pages = {428-463}, }