Dynamic utility-based good deal bounds
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Publication:3519373
DOI10.1524/stnd.2007.0905zbMath1140.91396OpenAlexW2075030776MaRDI QIDQ3519373
Susanne Klöppel, Martin Schweizer
Publication date: 14 August 2008
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8c84fcba6bb180f05c8de850b2077ba18ecaa922
Lévy processesdualityincomplete marketsvaluation boundsgood dealsdynamic propertiespricing kernel restrictionsutility-based
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