From innovation to obfuscation : continuous time finance fifty years later
Year of publication: |
2022
|
---|---|
Authors: | Perrakis, Stylianos |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 36.2022, 3, p. 369-401
|
Subject: | Continuous time | Empirical option research | Index options | No arbitrage | Stochastic dominance | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | CAPM | Stochastischer Prozess | Stochastic process |
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