Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Stewart Hodges and Andrew Carverhill
| Year of publication: |
1993
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|---|---|
| Authors: | Hodges, Stewart D. |
| Other Persons: | Carverhill, Andrew (contributor) |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 103.1993, 417, p. 395-405
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| Subject: | Derivat | Derivative | Risikoprämie | Risk premium | 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/10001146005