Option pricing and the martingale restriction
Francis A. Longstaff
| Year of publication: |
1995
|
|---|---|
| Authors: | Longstaff, Francis A. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 8.1995, 4, p. 1091-1124
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | USA | United States | 1988-1989 |
| 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/10001198365