On the Utility Based Pricing of Contingent Claims in Incomplete Markets.

Details

Request a copyRequest a copy
Serval ID
serval:BIB_36311
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On the Utility Based Pricing of Contingent Claims in Incomplete Markets.
Journal
Mathematical Finance
Author(s)
Hugonnier J., Kramkov D., Schachermayern W.
Publication state
Published
Issued date
2005
Volume
15
OAI-PMH
oai:serval.unil.ch:BIB_36311
Create date
19/11/2007 11:10
Last modification date
20/08/2019 14:24
Usage data