Pricing by arbitrage under arbitrary information
Simon H. Babbs ; Michael J. P. Selby
| Year of publication: |
1998
|
|---|---|
| Authors: | Babbs, Simon H. |
| Other Persons: | Selby, Michael J. P. (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 2, p. 163-168
|
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
| 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/10001242836