Game contingent claims in complete and incomplete markets

Journal of Mathematical Economics

Volumn 40, Issue 8, 2004, Pages 889-902

  Kühn, Christoph ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Equilibrium points; Exponential utility; Game contingent claims; Hedging; Incomplete markets; Non zero sum games; Optimal stopping

Indexed keywords

EID: 5744245707     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2003.09.003     Document Type: Article

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