The Multivariate Black & Scholes Market : Conditions for Completeness and No-Arbitrage
Year of publication: |
2013
|
---|---|
Authors: | Dhaene, Jan |
Other Persons: | Kukush, Alexander (contributor) ; Linders, Daniël (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Theory of Probability and Mathematical Statistics, vol 88, pages 1-14, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 8, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2186830 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asymptotic pricing in large financial markets
Baran, Michał, (2007)
-
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas, (2003)
-
Financial markets in continuous time
Dana, Rose-Anne, (2003)
- More ...
-
Ordered random vectors and equality in distribution
Cheung, Ka Chun, (2013)
-
Remarks on Quantiles and Distortion Risk Measures
Dhaene, Jan, (2012)
-
Ordered Random Vectors and Equality in Distribution
Cheung, Ka Chun, (2013)
- More ...