ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LANCELOT / rank | |||
Normal rank | |||
Revision as of 09:23, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS |
scientific article |
Statements
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (English)
0 references
8 February 2006
0 references
semimartingale model
0 references
Rosenthal's lemma
0 references
