Novel no-arbitrage conditions for options written on defaultable assets
Greg Orosi
| Year of publication: |
2014
|
|---|---|
| Authors: | Orosi, Greg |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 20.2014, 4, p. 201-205
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| Subject: | option | arbitrage | lower bounds | default | market efficiency | Arbitrage | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading | Insolvenz | Insolvency | 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://ebvufind01.dmz1.zbw.eu/10010462904