Valuing the option to invest in an incomplete market
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Publication:926390
DOI10.1007/s11579-007-0005-zzbMath1268.91167OpenAlexW3125705731MaRDI QIDQ926390
Publication date: 27 May 2008
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-007-0005-z
Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)
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