publication . Article . Other literature type . 2002
Derivative pricing based on local utility maximization
Jan Kallsen;
Open Access
- Published: 01 Jan 2002 Journal: Finance and Stochastics, volume 6, pages 115-140 (issn: 0949-2984, eissn: 1432-1122,
Copyright policy)
- Publisher: Springer Science and Business Media LLC
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publication . Article . Other literature type . 2002
Derivative pricing based on local utility maximization
Jan Kallsen;