Contingent claims and market completeness in a stochastic volatility model
Marc Romano ; Nizar Touzi
| Year of publication: |
1997
|
|---|---|
| Authors: | Romano, Marc |
| Other Persons: | Touzi, Nizar (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. 7.1997, 4, p. 399-412
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| Subject: | Optionsgeschäft | Option trading | Unvollkommener Markt | Incomplete market | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | 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/10001232776