Travail de recherche/Working paper
| Titre: |
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| Auteur: | De Scheemaekere, Xavier |
| Statut de publication: | Publié, 2010-09 |
| series: | Working Papers CEB, 10-044 |
| Sujet CREF: | Economie |
| Sujet JEL: | Stochastic and Dynamic Games; Evolutionary Games; Repeated Games |
| Incomplete Markets | |
| Contingent Pricing; Futures Pricing; option pricing | |
| Volumes/pages: | 20 p. |
| Mots-clés: | Backward stochastic differential equations |
| Dynamic convex risk measures | |
| Incomplete markets | |
| Indifference pricing | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/62988 |
