Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Year of publication: |
2001
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Authors: | Boyle, Phelim P. ; Wang, Tan |
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. 11.2001, 3, p. 267-284
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Subject: | CAPM | Unvollkommener Markt | Incomplete market | Börsengang | Initial public offering | Derivat | Derivative | Theorie | Theory |
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