Solving replication problems in a complete market by orthogonal series expansion
Chaohua Dong; Jiti Gao
| Year of publication: |
2013
|
|---|---|
| Authors: | Dong, Chaohua ; Gao, Jiti |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 306-317
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| Subject: | Approximation theory | Black-Scholes theory | Complete market | Stochastic process | Time series | Stochastischer Prozess | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Black-Scholes-Modell | Black-Scholes model | Unvollkommener Markt | Incomplete market | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| 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/10009779212