Option-Pricing in Incomplete Markets : The Hedging Portfolio Plus a Risk Premium-Based Recursive Approach
Year of publication: |
[2007]
|
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Authors: | Ibañez, Alfredo |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2005 erstellt |
Other identifiers: | 10.2139/ssrn.674622 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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