Indifference pricing of defaultable claims
Tomasz R. Bielecki; Monique Jeanblanc
| Year of publication: |
2009
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Jeanblanc, Monique |
| Published in: |
Indifference pricing : theory and applications. - Princeton, N.J. : Princeton Univ. Press, ISBN 978-0-691-13883-1. - 2009, p. 211-240
|
| Subject: | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | USA | United States | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003807588