Risk-neutral compatibility with option prices
Jean Jacod; Philip Protter
| Year of publication: |
2010
|
|---|---|
| Authors: | Jacod, Jean ; Protter, Philip E. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 2, p. 285-315
|
| Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Unvollkommener Markt | Incomplete market | Messung | Measurement | Martingal | Martingale | 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/10003951511