Pricing of Index Options in Incomplete Markets
Year of publication: |
[2021]
|
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Authors: | Almeida, Caio ; Freire, Gustavo |
Publisher: |
[S.l.] : SSRN |
Subject: | Unvollkommener Markt | Incomplete market | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Preisindex | Price index |
Extent: | 1 Online-Ressource (67 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3769625 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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