Oertel, Frank and Owen, Mark (2007) On utility-based super-replication prices of contingent claims with unbounded payoffs. Journal of Applied Probability, 44 (4), 880-888. (doi:10.1239/jap/1197908811).
Record type:
Article
This record has no associated files available for download.
More information
Published date: 2007
Related URLs:
Organisations:
Mathematical Sciences
Identifiers
Local EPrints ID: 347166
URI: http://eprints.soton.ac.uk/id/eprint/347166
ISSN: 0021-9002
PURE UUID: 4955c142-7822-4c70-a93c-2cd0e537b21c
Catalogue record
Date deposited: 17 Jan 2013 16:39
Last modified: 14 Mar 2024 12:45
Export record
Altmetrics
Contributors
Author:
Frank Oertel
Author:
Mark Owen
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.