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Publications by Laurence Carassus

Convergence of Utility Indifference Prices to the Superreplication Price

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2006English

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Pricing Jump Risk With Utility Indifference

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On the Convergence to Walrasian Prices in Random Matching Edgeworthian Economies

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Exponential Utility Optimization, Indifference Pricing and Hedging for a Payment Process

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Convergence of Prices on the Grain Market: The Historical Aspect

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Commodity Prices and the U.S. Price Level

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Additive Utility With Intransitive Indifference and Without Independence: A Homogeneous Case

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