Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing (Q2757314)

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scientific article; zbMATH DE number 1676829
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English
Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing
scientific article; zbMATH DE number 1676829

    Statements

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    26 November 2001
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    derivatives
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    incomplete markets
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    new security
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    valuation
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    Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing (English)
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