On the utility based pricing of contingent claims in incomplete markets
2005
Details
Title
On the utility based pricing of contingent claims in incomplete markets
Author(s)
Hugonnier, Julien ; Kramkov, D. ; Schachermayer, W.
Published in
Mathematical Finance
Volume
15
Issue
2
Pages
203-212
Date
2005
Laboratories
SFI-JH
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > SFI-JH - Group in asset pricing
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2009-10-12