ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586)
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scientific article; zbMATH DE number 5004609
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| English | ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS |
scientific article; zbMATH DE number 5004609 |
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ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (English)
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8 February 2006
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semimartingale model
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Rosenthal's lemma
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0.8643655180931091
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0.8404761552810669
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0.824832022190094
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0.8235633373260498
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