Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
Year of publication: |
2012
|
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Authors: | Song, Dandan |
Other Persons: | Yang, Zhaojun (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Unvollkommener Markt | Incomplete market | Hedging | Optionspreistheorie | Option pricing theory | Unvollkommene Information | Incomplete information |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2025393 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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