Pricing contingent claims in incomplete markets when the holder can choose among different payoffs
| Year of publication: |
2002
|
|---|---|
| Authors: | Kuhn, Christoph |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 31.2002, 2, p. 215-233
|
| Publisher: |
Elsevier |