Pricing derivatives of American and game type in incomplete markets
Jan Kallsen; Christoph Kühn
| Year of publication: |
2004
|
|---|---|
| Authors: | Kallsen, Jan ; Kühn, Christoph |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 2, p. 261-284
|
| Subject: | Dynkin game | Derivat | Derivative | Optionsgeschäft | Option trading | Unvollkommener Markt | Incomplete market | Theorie | Theory | Stochastisches Spiel | Stochastic game |
| 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/10002012597