Before revision:  In a sizeable class of diffusion models, the large position limit is seen to arise naturally in conjunction with the limit of a complete model and hence approximations are most appropriate in this setting .
After revision:  In a sizeable class of diffusion models, limiting indifference prices are explicitly computed for an exponential investor. Furthermore, the large claim limit is seen to arise naturally in conjunction with the limit of a complete model and hence approximations are most appropriate in this setting .