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Pricing alternatives in incomplete markets. An application for Carbon allowances

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Conference papers
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https://halshs.archives-ouvertes.fr/halshs-00646829
Contributor : Dominique Guégan <>
Submitted on : Wednesday, November 30, 2011 - 6:00:24 PM
Last modification on : Tuesday, January 19, 2021 - 11:08:50 AM

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  • HAL Id : halshs-00646829, version 1

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Dominique Guegan, Marius-Cristian Frunza. Pricing alternatives in incomplete markets. An application for Carbon allowances. 2011 International Conference on Information and Finance (ICIF 2011), Nov 2011, Malaysia. ⟨halshs-00646829⟩

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