Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116)
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scientific article; zbMATH DE number 6004632
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| English | Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework |
scientific article; zbMATH DE number 6004632 |
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Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (English)
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10 February 2012
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contingent claim pricing
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dual expected utility theory
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incomplete markets
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Wang transform
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0.824832022190094
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0.7894502282142639
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0.7837663888931274
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