The Risk and Price Volatility of Stock Options in General Equilibrium (Q4211627)
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scientific article; zbMATH DE number 1208450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Risk and Price Volatility of Stock Options in General Equilibrium |
scientific article; zbMATH DE number 1208450 |
Statements
The Risk and Price Volatility of Stock Options in General Equilibrium (English)
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7 October 1998
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incomplete market
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valuation formulas for options
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no-arbitrage
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prices of options
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prices of the stocks
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