Contingent claim pricing through a continuous time variational bargaining scheme
Crossref DOI link: https://doi.org/10.1007/s10479-015-2089-9
Published Online: 2015-12-24
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Azevedo, N. http://orcid.org/0000-0002-7287-3535
Pinheiro, D.
Xanthopoulos, S. Z.
Yannacopoulos, A. N.
Funding for this research was provided by:
FCT – Fundação para a Ciência e a Tecnologia (SFRH–BD–67186 – 2009)
Text and Data Mining valid from 2015-12-24