Contingent Claim Pricing Through a Continuous Time Variational Bargaining Scheme

AuthID
P-00K-2HD
4
Author(s)
Xanthopoulos, SZ
·
Yannacopoulos, AN
Document Type
Article
Year published
2018
Published
in ANNALS OF OPERATIONS RESEARCH, ISSN: 0254-5330
Volume: 260, Issue: 1-2, Pages: 95-112 (18)
Conference
55Th Meeting of Euro-Working-Group on Commodities and Financial Modelling (Ewgcfm), Date: MAY 14-16, 2015, Location: METU, Ankara, TURKEY, Sponsors: EURO Working Grp Commodities & Financial Modelling, Middle E Tech Univ, Inst Appl Math, Assoc European Operat Res Soc, Host: METU
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Publication Identifiers
Scopus: 2-s2.0-84951834735
Wos: WOS:000419148700006
Source Identifiers
ISSN: 0254-5330
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