Conditional Davis pricing
Kasper Larsen, Halil Mete Soner, Gordan Žitković
| Year of publication: |
2020
|
|---|---|
| Authors: | Larsen, Kasper ; Soner, Halil Mete ; Žitković, Gordan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 3, p. 565-599
|
| Subject: | Unspanned endowment | Incomplete markets | Utility maximisation | Non-smoothness | Marginal utility-based pricing | Unvollkommener Markt | Incomplete market | Nutzenfunktion | Utility function | Nutzen | Utility | Preismanagement | Pricing strategy | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00424-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012518059