"On Utility Based Pricing of Contingent Claims in Incomplete Markets,"

Details

Request a copyRequest a copy
Serval ID
serval:BIB_0BC74B0B2CD3
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
"On Utility Based Pricing of Contingent Claims in Incomplete Markets,"
Journal
Mathematical Finance
Author(s)
Hugonnier J, Kramkov D, Schachermayer W
Publication state
Published
Issued date
2005
Volume
15
Number
2
Pages
203 - 212
Keywords
X3
Create date
07/05/2008 15:45
Last modification date
20/08/2019 12:33
Usage data