Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing

DOI10.1111/1467-9965.00115zbMath0980.91018OpenAlexW2031994792MaRDI QIDQ2757314

Tan Wang, Phelim P. Boyle

Publication date: 26 November 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00115

zbMATH Keywords

derivativesincomplete marketsvaluationnew security

Mathematics Subject Classification ID

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

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