Title of article
Claim pricing and hedging under market incompleteness and “mean–variance” preferences
Author/Authors
Fabio Mercurio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
18
From page
635
To page
652
Keywords
Market incompleteness , Mean–variance utility , General claims , Bid–ask spreads
Journal title
European Journal of Operational Research
Serial Year
2001
Journal title
European Journal of Operational Research
Record number
213821
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