Valuation and martingale properties of shadow prices : an exposition
Lucien Foldes
| Year of publication: |
2000
|
|---|---|
| Authors: | Foldes, Lucien Paul |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 11/12, p. 1641-1701
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Opportunitätskosten | Opportunity cost | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508760