A valuation algorithm for indifference prices in incomplete markets
Year of publication: |
2004
|
---|---|
Authors: | Musiela, Marek ; Zariphopoulou-Souganidis, Thaleia |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 3, p. 399-414
|
Subject: | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Derivat | Derivative | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
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