Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Guangsug Hahn and Dong Chul Won
| Year of publication: |
2012
|
|---|---|
| Authors: | Hahn, Guangsug ; Won, Dongchul |
| Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 25.2012, 4, p. 441-461
|
| Subject: | Derivat | Derivative | Theorie | Theory | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing | Arbitrage | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium |
| 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/10010219956