Option pricing : real and risk-neutral distributions
George M. Constantinides; Jens Carsten Jackwerth; Stylianos Perrakis
| Year of publication: |
2008
|
|---|---|
| Authors: | Kōnstantinidēs, Giōrgos ; Jackwerth, Jens Carsten ; Perrakis, Stylianos |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 565-591
|
| Subject: | Derivat | Derivative | CAPM | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003567751