Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541)
From MaRDI portal
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
