Local martingales, bubbles and option prices
Alexander M. G. Cox; David G. Hobson
| Year of publication: |
2005
|
|---|---|
| Authors: | Cox, Alexander M. G. ; Hobson, David G. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 477-492
|
| Subject: | Spekulationsblase | Bubbles | Derivat | Derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory | Martingal | Martingale |
| 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/10003123202