Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
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- Massimiliano Corradini & Andrea Gheno, 2008. "Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0085, Department of Economics - University Roma Tre.
References listed on IDEAS
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More about this item
KeywordsContingent claim pricing Dual expected utility theory Incomplete markets Wang transform;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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