An explicit formula for option pricing in discrete incomplete markets
Grażyna Wolczyńska
| Year of publication: |
1998
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|---|---|
| Authors: | Wolczyńska, Grażyna |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 2, p. 283-288
|
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Derivat | Derivative | 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/10001240153