Pricing in (In)Complete Markets : Structural Analysis and Applications /

In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabilities is derived for arbitrary payoff structu...

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Bibliographic Details

Main Author:	Esser, Angelika
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Lecture notes in economics and mathematical systems ; 537.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book