Role of information in pricing default-sensitive contingent claims
Monique Jeanblanc; Marta Leniec
| Year of publication: |
2015
|
|---|---|
| Authors: | Jeanblanc, Monique ; Leniec, Marta |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 1, p. 1-25
|
| Subject: | Initial enlargement | progressive enlargement | equivalent martingale measures | pricing | f-divergence | minimal martingale measures | incomplete market | Unvollkommener Markt | Incomplete market | Martingal | Martingale | CAPM | Optionspreistheorie | Option pricing theory | EU-Mitgliedschaft | EU membership | EU-Staaten | EU countries |
| 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/10011403184