INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS

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.

Previous Menu Next

Abstract