Using Tucher's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Markku Kallio, William T. Ziemba
| Year of publication: |
2007
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|---|---|
| Authors: | Kallio, Markku ; Ziemba, William T. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2281-2302
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| Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
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| 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/10003522917