Stock price distributions, perfect option hedging, and complete markets
Year of publication: |
1989
|
---|---|
Authors: | Müller, Sigrid M. |
Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
Publisher: |
Bonn : Sonderforschungsber., Univ. |
Subject: | Börsenkurs | Share price | Derivat | Derivative | Hedging | Optionspreistheorie | Option pricing theory |
Extent: | 27 S |
---|---|
Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Zaremba, Leszek, (2017)
-
Essays on derivatives pricing in incomplete markets
Gerer, Johannes, (2016)
-
Hedging and Pricing Illiquid Options with Market Impacts
Saito, Taiga, (2016)
- More ...
-
ECU interest rates and ECU basket adjustments : an arbitrage pricing approach
Klein, Martin, (1989)
-
Existence of equilibria in nonconvex economies without ordered preferences
Hara, Chiaki, (1991)
-
Ein Verfahren zur Konstruktion synthetischer Mikrodaten aus aggregierten Strukturinformationen
Gyárfás, Gábor, (1991)
- More ...