The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims
Year of publication: |
1989
|
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Authors: | Stapleton, Richard C. ; Subrahmanyam, Marti G. |
Publisher: |
Brussels |
Subject: | CAPM | Portfolio-Management | Portfolio selection | Martingal | Martingale | Optionspreistheorie | Option pricing theory |
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