Indifference price with general seminartingales
Year of publication: |
2011
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Authors: | Biagini, Sara ; Frittelli, Marco ; Grasselli, Matheus |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 3, p. 423-446
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Subject: | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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