Good-deal option price bounds for a non-traded event with stochastic return : a note
Year of publication: |
2004
|
---|---|
Authors: | Kim, Yong-jin |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 2, p. 135-141
|
Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Optionsgeschäft | Option trading |
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