On the existence and characterization of arbitrage free measures in contingent claim valuation
by Norbert Christopeit and Marek Musiela
| Year of publication: |
1992
|
|---|---|
| Authors: | Christopeit, Norbert |
| Other Persons: | Musiela, Marek (contributor) |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | CAPM | Derivat | Derivative | Theorie | Theory |
| Extent: | 20 Bl 30 cm |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. B, 214 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000840393