Title of article :
Claim pricing and hedging under market incompleteness and “mean–variance” preferences
Author/Authors :
Fabio Mercurio، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Keywords :
Market incompleteness , Mean–variance utility , General claims , Bid–ask spreads
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
