Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541)
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scientific article; zbMATH DE number 6846266
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| English | Contingent claim pricing through a continuous time variational bargaining scheme |
scientific article; zbMATH DE number 6846266 |
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Contingent claim pricing through a continuous time variational bargaining scheme (English)
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2 March 2018
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variational scheme
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real asset pricing
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incomplete markets
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0.8845809698104858
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0.7557241320610046
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0.7377910614013672
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0.7341433763504028
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