Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Dandan Song; Zhaojun Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Song, Dandan ; Yang, Zhaojun |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 1, p. 1-26
|
| Subject: | Partial information | American option | Consumption utility-based indifference pricing | Incomplete market | Unvollkommener Markt | Optionspreistheorie | Option pricing theory | Hedging | Optionsgeschäft | Option trading | Unvollkommene Information | Incomplete information | Erwartungsnutzen | Expected utility |
| 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/10010396234