Non-marketed options, non-existence of equilibria, and non-linear prices
Year of publication: |
2004
|
---|---|
Authors: | Aliprantis, Charalambos D. ; Monteiro, Paulo Klinger ; Tourky, Rabee |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 114.2004, 2, p. 345-357
|
Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
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