A contingent claim approach to performance evaluation
Lawrence R. Glosten ; Ravi Jagannathan
| Year of publication: |
1993
|
|---|---|
| Authors: | Glosten, Lawrence R. ; Jagannathan, Ravi |
| Publisher: |
Minneapolis |
| Subject: | Optionspreistheorie | Option pricing theory | Performance-Messung | Performance measurement |
| Extent: | 44 Bl |
|---|---|
| Series: | Staff report / Research Department, Federal Reserve Bank of Minneapolis. - Minneapolis, Minn., ZDB-ID 1286394-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. Bl. 35 - 37 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000870605