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Search: subject:"Continuous-time finance"
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Incomplete market
Continuous time finance
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continuous time finance
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Continuous-time finance
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Option pricing theory
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Optionspreistheorie
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continuous-time finance
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Control of stochastic systems
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Derivat
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derivatives pricing
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American style derivative securities
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State prices
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Théorie générale of stochastic processes
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Unvollkommener Markt
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hedging
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marginal pricing
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shadow pricing
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utility-based pricing
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Allgemeines Gleichgewicht
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American option
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Dorfleitner, Gregor
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Gerer, Johannes
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International journal of theoretical and applied finance
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Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
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A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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