Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Nikolai Dokuchaev
| Year of publication: |
2012
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|---|---|
| Authors: | Dokučaev, Nikolaj G. |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 1, p. 17-27
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| Subject: | Arbitrage | Optionspreistheorie | Option pricing theory | Mean Reversion | Mean reversion | Fehlzeit | Work absence | Arbitrage Pricing | Arbitrage pricing |
| 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/10009510307