Information, model performance, pricing and trading measures in incomplete markets
Year of publication: |
2006
|
---|---|
Authors: | Huang, Jinggang ; Sandow, Sven ; Friedman, Craig |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 3, p. 373-400
|
Subject: | Unvollkommener Markt | Incomplete market | Entropie | Entropy | Erwartungsnutzen | Expected utility | Theorie | Theory |
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