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]

Authors

N. Azevedo

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D. Pinheiro

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Stylianos Z. Xanthopoulos

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Athanassios N. Yannacopoulos

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