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Pricing in (in)complete markets : structural analysis and applications
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Motivation and Overview
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Chapter 2
Pricing by Change of Measure and Numeraire
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Chapter 3
Comparison of Discrete and Continuous Models
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Chapter 4
Valuation of Power Options
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Chapter 5
Modeling Feedback Effects Using Stochastic Liquidity
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Chapter 6
Summary and Outlook
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
6
Dimensions
Book overview
1. Motivation and Overview
2. Pricing by Change of Measure and Numeraire
3. Comparison of Discrete and Continuous Models
4. Valuation of Power Options
5. Modeling Feedback Effects Using Stochastic Liquidity
6. Summary and Outlook
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Unknown
1
Economics, Business, Engineering, Area and Ethnic Studies