Pricing and hedging in incomplete markets
Year of publication: |
2001
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Authors: | Carr, Peter ; Geman, Hélyette ; Madan, Dilip B. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 62.2001, 1, p. 131-167
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Subject: | Arbitrage Pricing | Arbitrage pricing | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturverz. S. 166 - 167 In: Journal of financial economics |
Source: | ECONIS - Online Catalogue of the ZBW |
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