Mean-reverting market model : speculative opportunities and non-arbitrage
Year of publication: |
2007
|
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Authors: | Dokučaev, Nikolaj G. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 4, p. 319-337
|
Subject: | Mean Reversion | Mean reversion | Arbitrage | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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