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Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets

Title
Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets
Type
Article in International Conference Proceedings Book
Year
2011
Authors
L. Boukas
(Author)
Other
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D. Pinheiro
(Author)
Other
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S. Z. Xanthopoulos
(Author)
Other
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A. N. Yannacopoulos
(Author)
Other
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Conference proceedings International
Indexing
Publicação em ISI Web of Knowledge ISI Web of Knowledge - 0 Citations
Publicação em Scopus Scopus - 0 Citations
Scientific classification
FOS: Natural sciences > Mathematics
Other information
Authenticus ID: P-00G-0GB
Abstract (EN): We describe three different but related scenarios for determination of asset prices in an incomplete market: one scenario uses a market game approach whereas the other two are based on risk sharing or regret minimizing considerations.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 8
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