Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:57, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. |
scientific article |
Statements
Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (English)
0 references
16 November 2003
0 references
Hedging
0 references
Exponential utility
0 references
American options
0 references
Insurance
0 references
