Minimax price bounds in incomplete markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-009-9108-0.pdf
Reference14 articles.
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4. Brennan MJ (1979) The pricing of contingent claims in discrete time models. J Finance 34:53–68
5. Choulli T, Stricker C (2005) Minimal Entropy-Hellinger martingale measure in incomplete markets. Math Financ 15:465–490
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