scientific article

zbMath0996.91045MaRDI QIDQ2782359

Jan Kallsen

Publication date: 3 April 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

neutral pricinglocal utilityconsistent pricingfundamental theorem of utility maximization

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)

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