Pricing of non-redundant derivatives in a complete market
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Publication:375374
DOI10.1007/BF01574150zbMath1274.91400MaRDI QIDQ375374
Pierre-François Koehl, Elyès Jouini, Abdelhamid Bizid
Publication date: 30 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01574150
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Co-monotonicity of optimal investments and the design of structured financial products, Equilibrium pricing bounds on option prices, Informational Efficiency under Short Sale Constraints
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