Pricing by hedging and no-arbitrage beyond semimartingales
Christian Bender; Christian Bender; Esko Valkeila
| Year of publication: |
2008
|
|---|---|
| Authors: | Bender, Christian ; Sottinen, Tommi ; Valkeila, Esko |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 4, p. 441-468
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Hedging | Martingal | Martingale | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | 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/10003899260