Pricing of non-redundant derivatives in a complete market (Q375374): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6220924
@@ Property / zbMATH DE Number: 6220924 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete markets
@@ Property / zbMATH Keywords: incomplete markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+equilibrium
@@ Property / zbMATH Keywords: equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+derivatives
@@ Property / zbMATH Keywords: derivatives / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pricing
@@ Property / zbMATH Keywords: pricing / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / cites work @@
+Q5618987
@@ Property / cites work: Q5618987 / rank @@
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@@ Property / cites work @@
+On the Differentiability of the Value Function in Dynamic Models of Economics
+Normal rank
@@ Property / cites work @@
+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
+Normal rank
@@ Property / cites work @@
+INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A General Equilibrium Analysis of Option and Stock Market Interactions
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002751
@@ Property / cites work: Q4002751 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01574150
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@@ Property / OpenAlex ID @@
+W3121794227
@@ Property / OpenAlex ID: W3121794227 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:375374