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- Title:
Pricing contingent claims in incomplete markets when the holder can choose among different payoffs
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Kühn, C.
- Journal title:
- Insurance: Mathematics & Economics
- Year:
- 2002
- Journal volume:
- 31
- Journal issue:
- 2
- Pages contribution:
- 215-233.
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX