Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Year of publication: |
2012
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Authors: | Hahn, Guangsug ; Won, Dongchul |
Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 25.2012, 4, p. 441-461
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Subject: | Theorie | Theory | Derivat | Derivative | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Arbitrage | Arbitrage Pricing | Arbitrage pricing | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection |
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