Attainability of European path-independent claims in incomplete markets
Year of publication: |
2004
|
---|---|
Authors: | Branger, Nicole ; Esser, Angelika ; Schlag, Christian |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 3, p. 190-195
|
Subject: | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Hedging |
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