Pricing and valuation under the real-world measure
Gabriel Frahm (Department of Mathematics/Statistics, Chair for Applied Stochastics and Risk Management, Helmut Schmidt University, Germany)
| Year of publication: |
February 2016
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| Authors: | Frahm, Gabriel |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 1, p. 1-39
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| Subject: | Arbitrage | complete market | complex market | efficient market | enlargement of filtrations | fundamental theorem of asset pricing | growth-optimal portfolio | immersion | numéraire portfolio | pricing | sensitive market | valuation | Portfolio-Management | Portfolio selection | CAPM | Effizienzmarkthypothese | Efficient market hypothesis | Unvollkommener Markt | Incomplete market | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
| Description of contents: | Description [worldscientific.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 21, number 4, June 2018, Seite [199-202] |
| Other identifiers: | 10.1142/S0219024916500060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453878