Maximal submarkets that replicate any option
Ioannis A. Polyrakis; Foivos Xanthos
| Year of publication: |
2011
|
|---|---|
| Authors: | Polyrakis, Ioannis A. ; Xanthos, Foivos |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 7.2011, 3, p. 407-423
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009248116