In: M. Kijima, Y. Muromachi and T. Shibata (Eds.), Recent Advances in Financial Engineering, World Scientific, pp.29-56, (2016), with corrections and additional topics, as the title "An equilibrium approach to indifference pricing with model uncertainty".
Number of pages: 16
Posted: 11 Mar 2010
Last Revised: 07 Apr 2016
Imperial College London and Hokkai-Gakuen University