Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: N. Monteiro Azevedo / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Diogo Pinheiro / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Athanasios N. Yannacopoulos / rank | |||
Normal rank | |||
Revision as of 21:58, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent claim pricing through a continuous time variational bargaining scheme |
scientific article |
Statements
Contingent claim pricing through a continuous time variational bargaining scheme (English)
0 references
2 March 2018
0 references
variational scheme
0 references
real asset pricing
0 references
incomplete markets
0 references
