The informed and uninformed agent's price of contingent claim
Year of publication: |
1999
|
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Authors: | Kohlmann, Michael ; Zhou, Xun Yu |
Publisher: |
Konstanz |
Subject: | Derivat <Wertpapier> | Stochastische Differenzengleichung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 17 S. |
---|---|
Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,11 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
Source: |
-
Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael, (1999)
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Financial markets : stochastic analysis and the pricing of derivative securities
Mel¤nikov, Aleksandr V., (1999)
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Price, John F., (1997)
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Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael, (1999)
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Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective
Kohlmann, Michael, (1999)
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The Informed and Uniformed Agent's Price of a Contingent Claim
Kohlmann, Michael, (1999)
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