Showing 1 - 3 of 3
quite general framework, we show that the assumption of no-arbitrage is essentially equivalent to the existence of a … the no-arbitrage condition in these imperfect models, from which it is easy to derive pricing formulae for contingent …
Persistent link: https://www.econbiz.de/10010706949
quite general framework, we show that the assumption of no-arbitrage is essentially equivalent to the existence of a … the no-arbitrage condition in these imperfect models, from which it is easy to derive pricing formulae for contingent …
Persistent link: https://www.econbiz.de/10008800249
quite general framework, we show that the assumption of no-arbitrage is essentially equivalent to the existence of a …
Persistent link: https://www.econbiz.de/10010820778