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Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155

Persistent link: https://www.econbiz.de/10011973933

Pricing and hedging in incomplete financial markets

Würth, Andreas Martin - 2009

Persistent link: https://www.econbiz.de/10003845634

Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, Andrea; Zenios, Stauros Andrea - 2018

Persistent link: https://www.econbiz.de/10011884964

The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets

Sheraz, Muhammad; Preda, Vasile; Dedu, Silvia - 2016

Persistent link: https://www.econbiz.de/10013161615

Option pricing with differential interest rates

Bergman, Yaacov Z. - In: The review of financial studies 8 (1995) 2, pp. 475-500

Persistent link: https://www.econbiz.de/10001184646

The influence of heterogeneous preferences on asset prices in an incomplete market model

Niehaus, Frank - 2001

In this paper, we examine an exchange economy with a financial market composed of three assets: a share of a stock, an European call option written on the stock, and a riskless bond. The financial market is assumed to be incomplete and the option is not a redundant asset. In such a case the...

Persistent link: https://www.econbiz.de/10011526229