General equilibrium pricing of options on the market portfolio with discontinuous returns
Year of publication: |
1990
|
---|---|
Authors: | Naik, Vasanttilak |
Other Persons: | Petzold, Günter (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 3.1990, 4, p. 493-521
|
Subject: | CAPM | Derivat | Derivative | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Hedging | Theorie | Theory |
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