Factorization of European and American option prices under complete and incomplete markets
Alfredo Ibá~nez
| Year of publication: |
2008
|
|---|---|
| Authors: | Ibáñez, Alfredo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 2, p. 311-325
|
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Hedging | USA | United States | EU-Staaten | EU countries |
| 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/10003647242