"Derivative pricing based on local utility maximization."

Jan Kallsen (2002)

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DOI: 10.1007/S780-002-8403-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jan Kallsen:
Derivative pricing based on local utility maximization. Finance Stochastics 6(1): 115-140 (2002)

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