검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
NASH EQUILIBRIA FOR GAME CONTINGENT CLAIMS WITH UTILITY-BASED HEDGING Kentia K, Kuhn C SIAM Journal on Control and Optimization, 56(6), 3948, 2018 |
| 2 |
Remarks on the pricing of contingent claims under constraints Bensoussan A IEEE Transactions on Automatic Control, 49(3), 433, 2004 |
| 3 |
Alternative models of uncertain commodity prices for use with modern asset pricing methods Baker MP, Mayfield ES, Parsons JE Energy Journal, 19(1), 115, 1998 |