A discrete time option model dependent on expected return : a note
Year of publication: |
1986
|
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Authors: | O'Brien, Thomas J. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 41.1986, 2, p. 515-520
|
Subject: | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income | CAPM |
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