Pricing contingent claims in incomplete markets when the holder can choose among different payoffs
| Year of publication: |
2002
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|---|---|
| Authors: | Kühn, Christoph |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 31.2002, 2, p. 215-234
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