Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework
Year of publication: |
2008-01
|
---|---|
Authors: | Corradini, Massimiliano ; Gheno, Andrea |
Institutions: | Dipartimento di Economia, Università degli Studi di Roma 3 |
Subject: | Contingent Claim Pricing | Dual Utility Theory | Wang Transform | Incomplete Markets |
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