Pricing in (In)Complete Markets: Structural Analysis and Applications - Lecture Notes in Economics and Mathematical Systems - Angelika Esser - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540208174 - January 23, 2004
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Angelika Esser
Pricing in (In)Complete Markets: Structural Analysis and Applications - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 2004 edition

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In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model.

140 pages, 2 black & white illustrations, 1 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 23, 2004
ISBN13 9783540208174
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 122
Dimensions 155 × 235 × 7 mm   ·   204 g
Language English   German  

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