Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing

Mathematical Finance

Volumn 11, Issue 3, 2001, Pages 267-284

  Boyle, Phelim ^a   Wang, Tan ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Derivatives; Incomplete markets; New security, valuation

Indexed keywords

EID: 0035596419     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00115     Document Type: Article

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