Pricing in incomplete markets : from absence of good deals to acceptable risk

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Date
2004
Dewey
Economie financière
Sujet
Marchés incomplets; Gestion du risque; Marché financier; Risk; Markets
JEL code
D53; D52
Book title
Risk measures for the 21st century
Author
Szegö, Giorgio
Publisher
Wiley
Publisher city
Londres
Year
2004
Pages number
512
ISBN
978-0-470-86154-7
URI
https://basepub.dauphine.fr/handle/123456789/1063
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Author
Geman, Hélyette
Madan, Dilip B.
Type
Chapitre d'ouvrage