A short overview of some behavioural scenarios for derivative pricing in incomplete markets

We shortly 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. Furthermore, we point out some new dynamical schemes mode...

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Veröffentlicht in:	Proceedings in applied mathematics and mechanics 2007-12, Vol.7 (1), p.1060309-1060310
Hauptverfasser:	Pinheiro, D., Pinto, A. A., Xanthopoulos, S. Z., Yannacopoulos, A. N.
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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