Zariphopoulou, Thaleia (contributor) - 2011
have received extensive attention in complete markets,there remain many open areas in the theory of incomplete markets. We … methodology, in the model presented in the first section. Weappeal to the indifference pricing framework instead of the classic … change-of-numeraire theorem inincomplete markets via indifference pricing. Lastly, in the third essay, we propose a methodto …