Pricing in incomplete markets : from absence of good deals to acceptable risk
| Year of publication: |
2004
|
|---|---|
| Authors: | Geman, Hélyette ; Madan, Dilip B. |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | Marchés incomplets | Gestion du risque | Marché financier | Risk | Markets |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Risk measures for the 21st century, |
| Classification: | D53 - Financial Markets ; D52 - Incomplete Markets |
| Source: |
Persistent link: https://www.econbiz.de/10010709021