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Attainability of European path-independent claims in incomplete markets

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  • Branger, Nicole
  • Esser, Angelika
  • Schlag, Christian

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  • Branger, Nicole & Esser, Angelika & Schlag, Christian, 2004. "Attainability of European path-independent claims in incomplete markets," Finance Research Letters, Elsevier, vol. 1(3), pages 190-195, September.
    • Handle: RePEc:eee:finlet:v:1:y:2004:i:3:p:190-195
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    References listed on IDEAS

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    1. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997. "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, vol. 52(5), pages 2003-2049, December.
    2. John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
    3. Heston, Steven L, 1993. "A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 327-343.
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