Financial markets with no riskless (safe) asset
Year of publication: |
December 2017
|
---|---|
Authors: | Račev, Svetlozar T. ; Stoyanov, Stoyan V. ; Fabozzi, Frank J. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 8, p. 1-24
|
Subject: | Riskless asset | Black-Scholes model | jump-diffusion model | stochastic volatility model | fractional Brownian motion | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Kapitalmarkttheorie | Financial economics |
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