Contingent claim pricing through a continuous time variational bargaining scheme

N. Azevedo, D. Pinheiro, Stylianos Z. Xanthopoulos, Athanassios N. Yannacopoulos. Contingent claim pricing through a continuous time variational bargaining scheme. Annals OR, 260(1-2):95-112, 2018. [doi]

Abstract

Abstract is missing.