A correlation pricing formula.

DOI10.1016/S0165-1889(01)00049-5zbMath1033.91007MaRDI QIDQ1605414

David G. Luenberger

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (3)

Pricing a nontradeable asset and its derivatives. ⋮ Fuzzy real options in brownfield redevelopment evaluation ⋮ Pricing dynamic binary variables and their derivatives

Cites Work

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• An approach to nonlinear programming
• Projection pricing

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