A test of a general equilibrium stock option pricing model
Year of publication: |
1993
|
---|---|
Authors: | Bossaerts, Peter L. |
Other Persons: | Hillion, Pierre Henri (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 3.1993, 4, p. 311-347
|
Subject: | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | General equilibrium | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1986 |
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