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Pricing in (in)complete markets : structural analysis and applications

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Attention for Chapter 2: Pricing by Change of Measure and Numeraire
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Chapter title
Pricing by Change of Measure and Numeraire
Chapter number 2
Book title
Pricing in (In)Complete Markets
Published by
Springer, Berlin, Heidelberg, January 2004
DOI 10.1007/978-3-642-17065-2_2
Book ISBNs
978-3-54-020817-4, 978-3-64-217065-2
Authors

Angelika Esser, Esser, Angelika