The financial market: not as big as you think
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Publication:2633452
DOI10.1007/S11579-018-0220-9zbMATH Open1411.91582OpenAlexW2883227214WikidataQ129519230 ScholiaQ129519230MaRDI QIDQ2633452FDOQ2633452
Authors: Weidong Tian 
Publication date: 8 May 2019
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-018-0220-9
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Cites Work
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- Efficiency and options on the market index
- Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
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