Pricing stock and bond options in incomplete markets
Les Gulko
| Year of publication: |
2008
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|---|---|
| Authors: | Gulko, Les |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 34.2007/08, 4, p. 98-107
|
| Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Unvollkommene Information | Incomplete information |
| Extent: | graph. Darst. |
|---|---|
| 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/10003769599