Pricing a nontradeable asset and its derivatives.
type: Item
instance of: scholarly article
title: Pricing a nontradeable asset and its derivatives.
zbMATH Open document ID: 1090.91044
published in: Journal of Optimization Theory and Applications
publication date: 2005-01-11T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2125821
zbMATH Keywords: real options
zbMATH Keywords: replication
author: David G. Luenberger
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
cites work: Q4218383
cites work: A comparison of two quadratic approaches to hedging in incomplete markets
cites work: Projection pricing
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cites work: Q4794126
cites work: Arbitrage and universal pricing.
full work available at URL: b:jota.0000037600.85025.db
OpenAlex ID: W1989911064
DOI: 10.1023/B:JOTA.0000037600.85025.DB
description: scientific article; zbMATH DE number 2125821