Incomplete markets and short-sales constraints : an equilibrium approach
Year of publication: |
2001
|
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Authors: | Bizid, Abdelhamid ; Jouini, Elyès |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 2, p. 211-243
|
Subject: | Unvollkommener Markt | Incomplete market | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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