The informed and uninformed agent's price of a contingent claim
Michael Kohlmann, Xun Yu Zhou
| Year of publication: |
1999
|
|---|---|
| Authors: | Kohlmann, Michael ; Zhou, Xun Yu |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Backward stochastic differentials equation | Optionspreistheorie | Option pricing theory | Marktmikrostruktur | Market microstructure | Informationsökonomik | Economics of information | Hedging | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 17 S |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 99/11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 16 - 17 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001387122