- Language
-
Englisch
- Bibliographic citation
-
Series: CoFE Discussion Paper ; No. 05/06
- Classification
-
Wirtschaft
Contingent Pricing; Futures Pricing; option pricing
- Subject
-
Derivative pricing
risk-neutral distribution
incomplete markets
stochastic dominance bounds
transaction costs
index options
volatility smile
- Event
-
Geistige Schöpfung
- (who)
-
Constantinides, George M.
Jackwerth, Jens Carsten
Perrakis, Stylianos
- Event
-
Veröffentlichung
- (who)
-
University of Konstanz, Center of Finance and Econometrics (CoFE)
- (where)
-
Konstanz
- (when)
-
2005
- Handle
- URN
-
urn:nbn:de:bsz:352-opus-17907
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Constantinides, George M.
- Jackwerth, Jens Carsten
- Perrakis, Stylianos
- University of Konstanz, Center of Finance and Econometrics (CoFE)
Time of origin
- 2005
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