Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete-time markets
Year of publication: |
2021
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Authors: | Kreps, David M. ; Schachermayer, Walter |
Published in: |
Theoretical economics : TE ; an open access journal in economic theory. - Toronto : [Verlag nicht ermittelbar], ISSN 1555-7561, ZDB-ID 2220447-7. - Vol. 16.2021, 1, p. 25-47
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Subject: | Market completeness | Black-Scholes-Merton model | synthesis of contingent claims | Optionspreistheorie | Option pricing theory | Risiko | Risk | CAPM | Unvollkommener Markt | Incomplete market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/TE4034 [DOI] hdl:10419/253513 [Handle] |
Classification: | D0 - Microeconomics. General ; G0 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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