A simple two-period model for option pricing with market imperfections
Fabio Mercurio
| Year of publication: |
1997
|
|---|---|
| Authors: | Mercurio, Fabio |
| Published in: |
PhD research bulletin / Tinbergen Institute. - Amsterdam [u.a.], ISSN 1383-2042, ZDB-ID 1392921-5. - Vol. 9.1997, 1, p. 39-48
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| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001220781