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Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets. (2011). Pinheiro, Diogo ; Yannacopoulos, A. N. ; Xanthopoulos, S. Z. ; Boukas, L. ; Pinto, Alberto A..
In: CEMAPRE Working Papers.
RePEc:cma:wpaper:1103.

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  1. Contingent claim pricing through a continuous time variational bargaining scheme. (2018). Yannacopoulos, A N ; Xanthopoulos, S Z ; Pinheiro, D ; Azevedo, N.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-015-2089-9.

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References

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  14. S. Z. Xanthopoulos and A. N. Yannacopoulos. Scenarios for price determination in incomplete markets. International Journal of Theoretical and Applied Finance, 11:415â445, 2008. (L. Boukas) University of the Aegean, Samos, Greece E-mail address: lboukas@aegean.gr (D. Pinheiro) CEMAPRE, ISEG, Universidade Tecnica de Lisboa, Lisboa, Portugal E-mail address: dpinheiro@iseg.utl.pt (A. A. Pinto) Departamento de Matematica, Universidade do Minho, Braga, Portugal E-mail address: aapinto@math.uminho.pt (S. Z. Xanthopoulos) University of the Aegean, Samos, Greece E-mail address: sxantho@aegean.gr (A. N. Yannacopoulos) Athens University of Economics and Business, Athens, Greece E-mail address: ayannaco@aueb.gr

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