A complete-market generalization of the black-scholes model
Year of publication: |
2006
|
---|---|
Authors: | Takaoka, Koichiro |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 4, p. 431-444
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Gleichgewichtstheorie | Equilibrium theory |
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