SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
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Publication:3527431
DOI10.1142/S0219024908004877zbMath1291.91214MaRDI QIDQ3527431
S. Z. Xanthopoulos, Athanasios N. Yannacopoulos
Publication date: 29 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024908004877
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
On a variational sequential bargaining pricing scheme, Contingent claim pricing through a continuous time variational bargaining scheme, Pricing and hedging in incomplete markets with model uncertainty, Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
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