Risk indifference pricing in jump diffusion markets
Bernt Øksendal; Agnès Sulem
| Year of publication: |
2009
|
|---|---|
| Authors: | Øksendal, Bernt K. ; Sulem, Agnès |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 4, p. 619-637
|
| Subject: | Risiko | Risk | Unvollkommener Markt | Incomplete market | Stochastisches Spiel | Stochastic game | CAPM | Kontrolltheorie | Control theory | Theorie | Theory |
| 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/10003937165