Semi-efficient valuations and put-call parity
Martin Herdegen, Martin Schweizer
| Year of publication: |
2018
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|---|---|
| Authors: | Herdegen, Martin ; Schweizer, Martin |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 4, p. 1061-1106
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| 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