Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets
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Published By Springer Berlin Heidelberg

9783540208174, 9783642170652

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Summary and Outlook

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_6 ◽

2004 ◽

pp. 95-96 ◽

Cited By ~ 2

Author(s):

Angelika Esser

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Pricing by Change of Measure and Numeraire

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_2 ◽

2004 ◽

pp. 9-22

Author(s):

Angelika Esser

Keyword(s):

Change Of Measure

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Modeling Feedback Effects Using Stochastic Liquidity

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_5 ◽

2004 ◽

pp. 69-93

Author(s):

Angelika Esser

Keyword(s):

Feedback Effects

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Valuation of Power Options

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_4 ◽

2004 ◽

pp. 55-67 ◽

Cited By ~ 1

Author(s):

Angelika Esser

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Comparison of Discrete and Continuous Models

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_3 ◽

2004 ◽

pp. 23-54 ◽

Cited By ~ 1

Author(s):

Angelika Esser

Keyword(s):

Continuous Models

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Motivation and Overview

Lecture Notes in Economics and Mathematical Systems - Pricing in (In)Complete Markets ◽

10.1007/978-3-642-17065-2_1 ◽

2004 ◽

pp. 1-7

Author(s):

Angelika Esser

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