Multiperiod securities and the efficient allocation of risk : a comment on the Black-Scholes option pricing model
David M. Kreps
| Year of publication: |
1980
|
|---|---|
| Authors: | Kreps, David M. |
| Publisher: |
Cambridge/MA |
| Subject: | Black-Scholes-Modell | Black-Scholes model | Risiko | Risk | Allokationseffizienz | Allocative efficiency | Optionspreistheorie | Option pricing theory |
| Extent: | 45 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibliogr. S. 42-45 über: Black, Fischer and Myron S. Scholes: The pricing of options and corporate liabilities, In: Journal of Political Economy. 81.1973 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002261605