Contingent claims in incomplete markets : a case study
Year of publication: |
2013
|
---|---|
Authors: | Mataramvura, Sure |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 426-430
|
Subject: | Incomplete Markets | Equivalent Martingale Measure | Admissible Pricing Measure | Unvollkommener Markt | Incomplete market | Martingal | Martingale | CAPM | Optionspreistheorie | Option pricing theory | Messung | Measurement |
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