Title of article
Pricing and hedging in incomplete markets
Author/Authors
W. Peter Carr، نويسنده , , Hélyette Geman، نويسنده , , Dilip B. Madan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
37
From page
131
To page
167
Keywords
State price density , complete markets , Risk management , Unique Martingale measure , Option Pricing
Journal title
Journal of Financial Economics
Serial Year
2001
Journal title
Journal of Financial Economics
Record number
257510
Link To Document