Utility based pricing of contingent claims in incomplete markets
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Publication:4483612
DOI10.1080/1350486021000029255zbMath1040.91039OpenAlexW2005206108MaRDI QIDQ4483612
Paolo Pellizzari, Andrea Gamba
Publication date: 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486021000029255
Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)
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Cites Work
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