Risk-neutral compatibility with option prices
Year of publication: |
2010
|
---|---|
Authors: | Jacod, Jean ; Protter, Philip E. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 2, p. 285-315
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Unvollkommener Markt | Incomplete market | Messung | Measurement | Martingal | Martingale | Theorie | Theory |
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