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ArticleGame contingent claims in complete and incomplete markets

Christoph Kühn2004

Article2004

Game contingent claims in complete and incomplete markets

Christoph Kühn

24 citations·0/0 files stored·Journal of Mathematical Economics

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Stochastic processes and financial applications Game Theory and Applications Economic theories and models

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References

1989Optimal replication of contingent claims under transaction costs 1977A contingent-claims valuation of convertible securities 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION 2002Exponential Hedging and Entropic Penalties 1979Controlled Stochastic Processes 1977AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES 2000Game options 1997Mathematics of Derivative Securities

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Year2004

Typearticle

Published2004-01-22

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jmateco.2003.09.003

openalex_workW1986597272

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