Contingent claim pricing through a continuous time variational bargaining scheme
Year of publication: |
January 2018
|
---|---|
Authors: | Azevedo, N. ; Pinheiro, D. ; Xanthopoulos, S. Z. ; Yannacopoulos, Athanasios N. |
Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 95-112
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM |
-
(1994)
-
Mathematical finance : an international journal of mathematics, statistics and financial theory
(1991)
-
Advances in futures and options research : a research annual
(1987)
- More ...
-
Who would invest only in the risk-free asset?
Azevedo, N., (2018)
-
A projected gradient dynamical system modeling the dynamics of bargaining
Pinheiro, D., (2011)
-
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z., (2008)
- More ...