On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs (Q5448739)
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scientific article; zbMATH DE number 5246099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs |
scientific article; zbMATH DE number 5246099 |
Statements
On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs (English)
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7 March 2008
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superreplication
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incomplete market
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contingent claim
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duality theory
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weak topology
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