Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538): Difference between revisions

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+The pricing of contingent claims and optimal positions in asymptotically complete markets
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
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+Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
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+Pricing contingent claims in incomplete markets when the holder can choose among different payoffs.
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+Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
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+Utility based pricing of contingent claims in incomplete markets
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