Non-linear pricing theory and backward stochastic differential equations
El Karoui, N ; Quenez, M. C.
| Year of publication: |
1997
|
|---|---|
| Authors: | El Karoui, Nicole |
| Other Persons: | Quenez, M. C. (contributor) |
| Published in: |
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996. - Berlin [u.a.] : Springer-Verl., ISBN 3-540-62642-5. - 1997, p. 191-246
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| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001321236