Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems |
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Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (English)
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27 November 2007
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risk premium
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multi-dimensional pricing
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hedging
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incomplete markets
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liquid markets
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multidimensional risks
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