مرکز منطقه ای اطلاع رساني علوم و فناوري - Game contingent claims in complete and incomplete markets

Title of article :

Game contingent claims in complete and incomplete markets

Author/Authors :

Christoph Kühn، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2004

Pages :

From page :

889

To page :

902

Keywords :

Game contingent claims , Hedging , Non-zero-sum games , Equilibrium points , Exponential utility , Incomplete markets , optimal stopping

Journal title :

Journal of Mathematical Economics

Serial Year :

2004

Journal title :

Journal of Mathematical Economics

Record number :

155953

Link To Document :