A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431)

From MaRDI portal
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
    0 references
    0 references
    0 references
    25 June 1992
    0 references
    0 references
    derivative and primary securities
    0 references
    simultaneous pricing problem
    0 references
    Mossin mean-variance model
    0 references
    0 references