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Risk premium and pricing of derivatives in complete markets

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

March 31, 2001 (02:30 PM PST - 04:00 PM PST)
Speaker(s): Jin-Chuan Duan
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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30-408-Risk premium and pricing of derivatives in complete markets-Jin-Chuan Duan

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30-408-Risk premium and pricing of derivatives in complete markets-Jin-Chuan Duan

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