Benchmarking and fair pricing applied to two market models
Year of publication: |
2005
|
---|---|
Authors: | Hulley, Hardy ; Miller, Shane ; Platen, Eckhard |
Published in: |
The Kyoto economic review. - Kyoto : [Verlag nicht ermittelbar], ISSN 1349-6786, ZDB-ID 2179174-0. - Vol. 74.2005, 1, p. 85-118
|
Subject: | Merton jump-diffusion model | Portfolio-Management | Portfolio selection | Benchmarking | Marktmechanismus | Market mechanism | Theorie | Theory |
-
Benchmarking and fair pricing applied to two market models
Hulley, Hardy, (2005)
-
An experimental comparison of two exchange mechanisms : an asset market versus a credit market
Carbone, Enrica, (2018)
-
On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
Keppo, Jussi, (1998)
- More ...
-
Benchmarking and Fair Pricing Applied to Two Market Models
Hulley, Hardy, (2005)
-
Benchmarking and fair pricing applied to two market models
Hulley, Hardy, (2005)
-
Benchmarking and fair pricing applied to two market models
Hulley, Hardy, (2005)
- More ...