Negative call prices
Year of publication: |
2013
|
---|---|
Authors: | Ruf, Johannes |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 4, p. 787-794
|
Subject: | Pricing | Hedging | Arbitrage | Admissibility | NFLVR | Contingent claim | Strict local martingale | Martingal | Martingale | Optionspreistheorie | Option pricing theory | CAPM | Derivat | Derivative |
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