Incomepleteness of markets driven by a mixed diffusion
N. Bellamy; M. Jeanblanc
| Year of publication: |
2000
|
|---|---|
| Authors: | Bellamy, N. ; Jeanblanc, Monique |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 2, p. 209-222
|
| Subject: | Unvollkommener Markt | Incomplete market | CAPM | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487034