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Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems

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  • Srdjan Stojanovic

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  • Srdjan Stojanovic, 2006. "Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(4), pages 345-372, December.
    • Handle: RePEc:kap:apfinm:v:13:y:2006:i:4:p:345-372
    DOI: 10.1007/s10690-007-9049-6
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    References listed on IDEAS

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    1. Marek Musiela & Thaleia Zariphopoulou, 2004. "An example of indifference prices under exponential preferences," Finance and Stochastics, Springer, vol. 8(2), pages 229-239, May.
    2. Huyěn Pham & Nizar Touzi, 1996. "Equilibrium State Prices In A Stochastic Volatility Model1," Mathematical Finance, Wiley Blackwell, vol. 6(2), pages 215-236, April.
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