Any-utility neutral and indifference pricing and hedging
Srdjan D. Stojanovic
| Year of publication: |
2013
|
|---|---|
| Authors: | Stojanovic, Srdjan |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 2, p. 103-118
|
| Subject: | Hedging | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market |
| 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/10009782551