Factorization of European and American option prices under complete and incomplete markets
Year of publication: |
2008
|
---|---|
Authors: | Ibáñez, Alfredo |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 2, p. 311-325
|
Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Hedging | USA | United States | EU-Staaten | EU countries |
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