Prices of state-contingent claims implicit in option prices
Douglas T. Breeden and Robert H. Litzenberger
| Year of publication: |
1999
|
|---|---|
| Authors: | Breeden, Douglas T. ; Litzenberger, Robert H. |
| Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 249-279
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Reprint |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001772458