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Pricing in Incomplete Markets: From Absence of Good Deals to Acceptable Risk

Helyette Geman and D. Madan
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Helyette Geman: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
D. Madan: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: Risk; Markets (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

Published in Risk Measures for the 21st Century, Wiley, 2004

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