- Sprache
-
Englisch
- Erschienen in
-
Series: CoFE Discussion Paper ; No. 05/06
- Klassifikation
-
Wirtschaft
Contingent Pricing; Futures Pricing; option pricing
- Thema
-
Derivative pricing
risk-neutral distribution
incomplete markets
stochastic dominance bounds
transaction costs
index options
volatility smile
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Constantinides, George M.
Jackwerth, Jens Carsten
Perrakis, Stylianos
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Konstanz, Center of Finance and Econometrics (CoFE)
- (wo)
-
Konstanz
- (wann)
-
2005
- Handle
- URN
-
urn:nbn:de:bsz:352-opus-17907
- Letzte Aktualisierung
-
10.03.2055, 16:04 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Constantinides, George M.
- Jackwerth, Jens Carsten
- Perrakis, Stylianos
- University of Konstanz, Center of Finance and Econometrics (CoFE)
Entstanden
- 2005
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