Negative call prices
Johannes Ruf
| Year of publication: |
2013
|
|---|---|
| Authors: | Ruf, Johannes |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 4, p. 787-794
|
| Subject: | Pricing | Hedging | Arbitrage | Admissibility | NFLVR | Contingent claim | Strict local martingale | Optionspreistheorie | Option pricing theory | Martingal | Martingale | CAPM | Derivat | Derivative | 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/10010196568