Contingent claim pricing through a continuous time variational bargaining scheme
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DOI: 10.1007/s10479-015-2089-9
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References listed on IDEAS
- Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009.
"Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets,"
Papers
0903.3657, arXiv.org.
- L. Boukas & Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets," CEMAPRE Working Papers 1103, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
- Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011.
"A projected gradient dynamical system modeling the dynamics of bargaining,"
CEMAPRE Working Papers
1101, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
- D. Pinheiro & A. A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "A projected gradient dynamical system modeling the dynamics of bargaining," Papers 1105.1767, arXiv.org, revised Sep 2011.
- S. Z. Xanthopoulos & A. N. Yannacopoulos, 2008. "Scenarios For Price Determination In Incomplete Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 415-445.
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- Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011.
"A projected gradient dynamical system modeling the dynamics of bargaining,"
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1101, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
- D. Pinheiro & A. A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "A projected gradient dynamical system modeling the dynamics of bargaining," Papers 1105.1767, arXiv.org, revised Sep 2011.
- Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009.
"Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets,"
Papers
0903.3657, arXiv.org.
- L. Boukas & Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets," CEMAPRE Working Papers 1103, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
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Keywords
Variational scheme; Real asset pricing; Incomplete markets;All these keywords.
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