Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework
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- Corradini, M. & Gheno, A., 2009. "Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 180-187, October.
References listed on IDEAS
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KeywordsContingent Claim Pricing; Dual Utility Theory; Wang Transform; Incomplete Markets;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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