scientific article; zbMATH DE number 1536420
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Publication:4516645
zbMATH Open0955.91501MaRDI QIDQ4516645FDOQ4516645
Publication date: 28 November 2000
Title of this publication is not available (Why is that?)
Cited In (7)
- Title not available (Why is that?)
- PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process
- The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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