An approximation pricing algorithm in an incomplete market: A differential geometric approach
10.1007/s00780-004-0128-5
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sg-nus-scholar.10635-1028212023-10-29T22:05:43Z An approximation pricing algorithm in an incomplete market: A differential geometric approach Gao, Y. Lim, K.G. Ng, K.H. MATHEMATICS Asset pricing Cross entropy Incomplete markets Riemannian manifold 10.1007/s00780-004-0128-5 Finance and Stochastics 8 4 501-523 2014-10-28T02:30:05Z 2014-10-28T02:30:05Z 2004-11 Article Gao, Y., Lim, K.G., Ng, K.H. (2004-11). An approximation pricing algorithm in an incomplete market: A differential geometric approach. Finance and Stochastics 8 (4) : 501-523. ScholarBank@NUS Repository. https://doi.org/10.1007/s00780-004-0128-5 09492984 http://scholarbank.nus.edu.sg/handle/10635/102821 000224723300003 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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Asset pricing Cross entropy Incomplete markets Riemannian manifold |
| spellingShingle |
Asset pricing Cross entropy Incomplete markets Riemannian manifold Gao, Y. Lim, K.G. Ng, K.H. An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| description |
10.1007/s00780-004-0128-5 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Gao, Y. Lim, K.G. Ng, K.H. |
| format |
Article |
| author |
Gao, Y. Lim, K.G. Ng, K.H. |
| author_sort |
Gao, Y. |
| title |
An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| title_short |
An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| title_full |
An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| title_fullStr |
An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| title_full_unstemmed |
An approximation pricing algorithm in an incomplete market: A differential geometric approach |
| title_sort |
approximation pricing algorithm in an incomplete market: a differential geometric approach |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/102821 |
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1781787642994622464 |