SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pricing in Incomplete Markets · Study

PreprintShelves

PreprintPricing in Incomplete Markets

Antoon A. J. Pelsser2011

OA

Preprintgreen2011

Pricing in Incomplete Markets

Antoon A. J. Pelsser

17 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Insurance and Financial Risk Management

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 17 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1999Coherent Measures of Risk 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1977An equilibrium characterization of the term structure 1979Option pricing: A simplified approach 1979Martingales and arbitrage in multiperiod securities markets 1981Martingales and stochastic integrals in the theory of continuous trading

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONSarticle · 28 shared references 2019Pricing and hedging in incomplete markets with model uncertaintyarticle · 22 shared references 2009Bid-ask dynamic pricing in financial markets with transaction costs and liquidity riskarticle · 17 shared references 2007Chapter 12 Incomplete Marketschapter · 17 shared references 2005Risk measure pricing and hedging in incomplete marketsarticle · 16 shared references 2014Robust Portfolio Choice and Indifference Valuationarticle · 15 shared references

Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.1855565

openalex_workW181386804

Links

Imported from OpenAlex (CC0) — nothing here is generated.