On the existence and characterization of arbitrage-free measures in contingent claim valuation
| Authors: | Christopeit, Norbert ; Musiela, Marek |
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| Institutions: | University of Bonn, Germany |
| Subject: | Option pricing | Contingent claim valuation | Portfolio strategy | Martingale measures |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1992-05 |
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Persistent link: https://www.econbiz.de/10005028382