Utility based pricing of contingent claims in incomplete markets
Year of publication: |
2002
|
---|---|
Authors: | Gamba, Andrea ; Pellizzari, Paolo |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 9.2002, 4, p. 241-260
|
Subject: | CAPM | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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