Publisher: John Wiley & Sons Inc
E-ISSN: 1467-9965|28|1|335-371
ISSN: 0960-1627
Source: MATHEMATICAL FINANCE, Vol.28, Iss.1, 2018-01, pp. : 335-371
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Pricing American contingent claims by stochastic linear programming
By Camcι Ahmet C. Pιnar Mustafa
Optimization, Vol. 58, Iss. 6, 2009-08 ,pp. :
Utility based pricing of contingent claims in incomplete markets
By Gam Andrea Pellizzari Paolo
Applied Mathematical Finance, Vol. 9, Iss. 4, 2002-12 ,pp. :
Indifference Pricing and Hedging for Volatility Derivatives
Applied Mathematical Finance, Vol. 14, Iss. 4, 2007-09 ,pp. :
Stock options as barrier contingent claims
Applied Mathematical Finance, Vol. 10, Iss. 2, 2003-06 ,pp. :
Utility Indifference Pricing: A Time Consistent Approach
Applied Mathematical Finance, Vol. 20, Iss. 4, 2013-09 ,pp. :