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On utility-based super-replication prices of contingent claims with unbounded payoffs

On utility-based super-replication prices of contingent claims with unbounded payoffs
On utility-based super-replication prices of contingent claims with unbounded payoffs
0021-9002
880-888
Oertel, Frank
5026be9a-a787-477f-bf94-23c72bd08ef5
Owen, Mark
c7041870-7b43-4f28-b62f-c4e0cf1f9f97
Oertel, Frank
5026be9a-a787-477f-bf94-23c72bd08ef5
Owen, Mark
c7041870-7b43-4f28-b62f-c4e0cf1f9f97

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

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Published date: 2007
Organisations: Mathematical Sciences

Identifiers

Local EPrints ID: 347166
URI: https://eprints.soton.ac.uk/id/eprint/347166
ISSN: 0021-9002
PURE UUID: 4955c142-7822-4c70-a93c-2cd0e537b21c

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Date deposited: 17 Jan 2013 16:39
Last modified: 18 Jul 2017 04:59

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