Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets

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dc.creatorBoukas, Lampros
dc.creatorPinheiro, Diogo
dc.creatorPinto, Alberto
dc.creatorXanthopoulos, Stylianos
dc.creatorYannacopoulos, Athanasios
dc.date2009-03-21
dc.date.accessioned2026-07-07T12:55:31Z
dc.date.available2026-07-07T12:55:31Z
dc.descriptionWe study the problem of determination of asset prices in an incomplete market proposing three different but related scenarios. One scenario uses a market game approach whereas the other two are based on risk sharing or regret minimizing considerations. Dynamical schemes modeling the convergence of the buyer's and of the seller's prices to a unique price are proposed.
dc.description18 pages. To appear in Journal of Difference Equations and Applications
dc.identifierhttps://arxiv.org/abs/0903.3657
dc.identifierhttp://arxiv.org/abs/0903.3657
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/224277
dc.subjectPricing of Securities
dc.subjectGeneral Finance
dc.titleBehavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets
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