A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Equilibrium Analysis of Option and Stock Market Interactions |
scientific article |
Statements
A General Equilibrium Analysis of Option and Stock Market Interactions (English)
0 references
25 June 1992
0 references
derivative and primary securities
0 references
simultaneous pricing problem
0 references
Mossin mean-variance model
0 references
