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"Contingent claim pricing through a continuous time variational bargaining ..."

Nuno Azevedo et al. (2018)

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DOI: 10.1007/S10479-015-2089-9

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/anor/AzevedoPXY18
Nuno Azevedo, Diogo Pinheiro, Stylianos Z. Xanthopoulos, Athanasios N. Yannacopoulos:
Contingent claim pricing through a continuous time variational bargaining scheme. Ann. Oper. Res. 260(1-2): 95-112 (2018)

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