| Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.754649 |
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| Title: | Pricing and risk sharing in incomplete markets | ||||||
| Author: | Crosby, Albert John |
ISNI:
0000 0004 7427 6683
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| Awarding Body: | Imperial College London | ||||||
| Current Institution: | Imperial College London | ||||||
| Date of Award: | 2016 | ||||||
| Availability of Full Text: |
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| Abstract: | |||||||
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We consider three topics. The topics are: Exact pricing of discretely-sampled variance derivatives (Chapter 2), No Good Deals - No Bad Models (Chapter 4) and Risk sharing in international economies and market incompleteness (Chapter 5). The unifying themes are: Incomplete markets, asset pricing and ambiguity aversion (or model uncertainty).
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| Supervisor: | Bingham, Nick | Sponsor: | Not available | ||||
| Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
| EThOS ID: | uk.bl.ethos.754649 | DOI: | |||||
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