Option pricing : real and risk-neutral distributions
George M. Constantinides; Jens Carsten Jackwerth; Stylianos Perrakis
| Year of publication: |
16 Sept. 2005
|
|---|---|
| Other Persons: | Kōnstantinidēs, Giōrgos (contributor) ; Jackwerth, Jens Carsten (contributor) ; Perrakis, Stylianos (contributor) |
| Publisher: |
Konstanz : CoFE |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Transaktionskosten | Transaction costs |
| Extent: | Online-Ressource, 36 S., Text |
|---|---|
| Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2005,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:10419/32182 [Handle] |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003221993