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research article

On the utility based pricing of contingent claims in incomplete markets

Hugonnier, Julien 
•
Kramkov, D.
•
Schachermayer, W.
2005
Mathematical Finance
Type
research article
DOI
10.1111/j.0960-1627.2005.00217.x
Authors
Hugonnier, Julien 
•
Kramkov, D.
•
Schachermayer, W.
Publication date

2005

Published in
Mathematical Finance
Volume

15

Issue

2

Start page

203

End page

212

Peer reviewed

REVIEWED

EPFL units
SFI-JH 
Available on Infoscience
October 12, 2009
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/43620