Bounds for the utility-indifference prices of non-traded assets in incomplete markets
D. G. Hobson
| Year of publication: |
2005
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|---|---|
| Authors: | Hobson, David G. |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 28.2005, 1, p. 33-52
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| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10003048352