Title |
Essays on Derivatives Pricing in Incomplete Markets / Johannes Gerer ; Betreuer: Gregor Dorfleitner |
|---|---|
Involved |
Johannes Gerer (Verfasser) |
Published |
Regensburg: Universitätsbibliothek Regensburg |
Extent |
Online-Ressource |
Thesis |
Dissertation, Regensburg, Universität Regensburg, 2016 |
Language |
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Country |
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Topic |
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Subject |
derivatives pricing, embedded decisions, acceptance sets, time consistency, transaction costs, early exercise, discrete hedging, American option, good-deal bounds, utility indifference pricing, utility-based pricing, marginal pricing, shadow pricing, hedging, continuous time finance, exchange-traded commodities, commodities, pricing, financial innovation, pricing efficiency |
DDC notation |
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Persistent identifier |
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Record ID |
1122355610 |
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