@article{amultidimensionalexponentialutility,
  title = {A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk},
  year = {2015},
  eprint = {1111.3856},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1111.3856v4},
}