most citedGlobal Existence and Compact Attractors for the Discrete Nonlinear Schrödinger equation

10 citations · 10 across the 3 of their papers we have counts for

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q-fin.PR2009

Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets

Lampros Boukas, Diogo Pinheiro, Alberto Pinto +2

We study the problem of determination of asset prices in an incomplete market proposing three different but related scenarios. One scenario uses a market game approach whereas the…