Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
M. Corradini, A. Gheno
| Year of publication: |
2009
|
|---|---|
| Authors: | Corradini, M. ; Gheno, A. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 2, p. 180-187
|
| Subject: | Erwartungsnutzen | Expected utility | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | CAPM |
| 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/10009517583