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

Geman, Hélyette; Madan, Dilip B. (2004), Pricing in incomplete markets : from absence of good deals to acceptable risk, in Szegö, Giorgio, Risk measures for the 21st century, Wiley : Londres

Type
Chapitre d'ouvrage
Date
2004
Book title
Risk measures for the 21st century
Book author
Szegö, Giorgio
Publisher
Wiley
Published in
Londres
ISBN
978-0-470-86154-7
Number of pages
512
Metadata
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Author(s)
Geman, Hélyette
Madan, Dilip B.
Subjects / Keywords
Marchés incomplets; Gestion du risque; Marché financier; Risk; Markets
JEL
D53 - Financial Markets
D52 - Incomplete Markets