A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431)
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scientific article; zbMATH DE number 12201
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A General Equilibrium Analysis of Option and Stock Market Interactions |
scientific article; zbMATH DE number 12201 |
Statements
A General Equilibrium Analysis of Option and Stock Market Interactions (English)
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25 June 1992
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derivative and primary securities
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simultaneous pricing problem
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Mossin mean-variance model
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0.8441771268844604
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0.7850258946418762
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0.7555975914001465
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0.7458445429801941
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0.7242091298103333
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