Work

Utility-Based Derivative Pricing in Incomplete Markets

Year: 2002

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-12429-1_15

Author: Jan Kallsen

Institution: University of Freiburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1537945916

FWCI: 12.08

Cites: 87

Cited by: 57

Related to: 10