Arbitrage pricing of American contingent claims in incomplete markets - a convex optimization approach
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
In: Stochastic Programming E-Print Series, 14
- Classification
-
Mathematik
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2004
- Creator
-
Pennanen, Teemu
King, Alan J.
- DOI
-
10.18452/8321
- URN
-
urn:nbn:de:kobv:11-10059538
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:48 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Pennanen, Teemu
- King, Alan J.
- Humboldt-Universität zu Berlin
Time of origin
- 2004
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Rationalizing Constrained Contingent Claims
Arbitrage Pricing in Convex, Cash-Additive Markets
Model risk of contingent claims
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Parametric Rules for State Contingent Claims
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Application of contingent claims analysis in finance
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Contingent claims analysis in corporate finance : three applications
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