Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354): Difference between revisions
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English | Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. |
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Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (English)
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16 November 2003
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Hedging
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Exponential utility
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American options
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Insurance
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