Option replication in discrete time with illiquidity
Koichi Matsumoto
| Year of publication: |
2013
|
|---|---|
| Authors: | Matsumoto, Koichi |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 1/2, p. 167-190
|
| Subject: | CAPM | Derivat | Derivative | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009737170