Arbitrage Values Generally Depend On A Parametric Rate of Return (Q4345915): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00015.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2087665625 / rank | |||
Normal rank |
Revision as of 02:43, 20 March 2024
scientific article; zbMATH DE number 1040329
Language | Label | Description | Also known as |
---|---|---|---|
English | Arbitrage Values Generally Depend On A Parametric Rate of Return |
scientific article; zbMATH DE number 1040329 |
Statements
Arbitrage Values Generally Depend On A Parametric Rate of Return (English)
0 references
31 August 1997
0 references
Black-Scholes
0 references
semimartingales
0 references
arbitrage
0 references