ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122216790 / rank
 
Normal rank

Revision as of 00:43, 20 March 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
    0 references
    0 references
    0 references
    8 February 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    semimartingale model
    0 references
    Rosenthal's lemma
    0 references
    0 references