Derivative pricing based on local utility maximization

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Publication:1848534

DOI10.1007/s780-002-8403-xzbMath1007.91020OpenAlexW2012664904MaRDI QIDQ1848534

Jan Kallsen

Publication date: 21 November 2002

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s780-002-8403-x




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