Semi-efficient valuations and put-call parity
Martin Herdegen, Martin Schweizer
| Year of publication: |
2018
|
|---|---|
| Authors: | Herdegen, Martin ; Schweizer, Martin |
| Subject: | absence of arbitrage | completeness | consistent valuation | efficiency | incomplete markets | maximal strategies | NFLVR | NUPBR | option valuation | put-call parity | risk-neutral valuation | semi-efficient markets | viability | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Derivat | Derivative | Unternehmensbewertung | Firm valuation | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969072