Pricing and hedging in incomplete markets with model uncertainty
Anne G. Balter, Antoon Pelsser
| Year of publication: |
2020
|
|---|---|
| Authors: | Balter, Anne G. ; Pelsser, Antoon André Jean |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 282.2020, 3 (1.5.), p. 911-925
|
| Subject: | Finance | Hedging | Incomplete markets | Indifference pricing | Robustness | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.09.054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012161810