Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354): Difference between revisions

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Latest revision as of 11:28, 6 June 2024

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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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