Large traders, hidden arbitrage, and complete markets
Robert Jarrow; Philip Protter
| Year of publication: |
2005
|
|---|---|
| Authors: | Jarrow, Robert A. ; Protter, Philip E. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 11, p. 2803-2820
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Arbitrage Pricing | Arbitrage pricing | Börsengang | Initial public offering | 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/10003121053