Option pricing with random volatilities in complete markets
Larry Eisenberg ; Robert Jarrow
| Year of publication: |
1994
|
|---|---|
| Authors: | Eisenberg, Laurence K. |
| Other Persons: | Jarrow, Robert A. (contributor) |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 4.1994, 1, p. 5-17
|
| Subject: | Derivat | Derivative | CAPM | Theorie | Theory |
| 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/10001166094