The informed and uninformed agent's price of a contingent claim
Year of publication: |
1999
|
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Authors: | Kohlmann, Michael ; Zhou, Xun Yu |
Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
Subject: | Backward stochastic differentials equation | Optionspreistheorie | Option pricing theory | Marktmikrostruktur | Market microstructure | Informationsökonomik | Economics of information | Hedging | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael, (1999)
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How do investors' expectations drive asset prices?
Lüders, Erik, (2001)
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How do investors' expectations drive asset prices?
Lüders, Erik, (2001)
- More ...
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Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael, (1999)
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The informed and uninformed agent's price of contingent claim
Kohlmann, Michael, (1999)
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Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective
Kohlmann, Michael, (1999)
- More ...