A valuation algorithm for indifference prices in incomplete markets
Marek Musiela; Thaleia Zariphopoulou
| Year of publication: |
2004
|
|---|---|
| Authors: | Musiela, Marek ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 3, p. 399-414
|
| Subject: | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Derivat | Derivative | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002130322