- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1862-9660
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
No–arbitrage commodity option pricing with market manipulation ; volume:14 ; number:3 ; day:2 ; month:4 ; year:2020 ; pages:577-603 ; date:6.2020
Mathematics and financial economics ; 14, Heft 3 (2.4.2020), 577-603, 6.2020
- Klassifikation
-
Wirtschaft
- Urheber
-
Aïd, René
Callegaro, Giorgia
Campi, Luciano
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s11579-020-00265-y
- URN
-
urn:nbn:de:101:1-2020071922185693748475
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:53 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Aïd, René
- Callegaro, Giorgia
- Campi, Luciano
- SpringerLink (Online service)
Ähnliche Objekte (12)
Nonparametric option pricing with no-arbitrage constraints
Nonparametric option pricing with no-arbitrage constraints
Arbitrage pricing theory
Arbitrage pricing simplified
Risk-Neutral Pricing for Arbitrage Pricing Theory
A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
Arbitrage in commodity markets: A full systems cointegration analysis
Arbitrage pricing theory (APT) e variáveis macroeconômicas
Arbitrage Pricing in Convex, Cash-Additive Markets
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
Strategic option pricing
Nonparametric option pricing with no-arbitrage constraints
Nonparametric option pricing with no-arbitrage constraints
Arbitrage pricing theory
Arbitrage pricing simplified
Risk-Neutral Pricing for Arbitrage Pricing Theory
A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
Arbitrage in commodity markets: A full systems cointegration analysis
Arbitrage pricing theory (APT) e variáveis macroeconômicas
Arbitrage Pricing in Convex, Cash-Additive Markets
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
Strategic option pricing
Nonparametric option pricing with no-arbitrage constraints
Nonparametric option pricing with no-arbitrage constraints
Arbitrage pricing theory
Arbitrage pricing simplified
Risk-Neutral Pricing for Arbitrage Pricing Theory
A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
Arbitrage in commodity markets: A full systems cointegration analysis
Arbitrage pricing theory (APT) e variáveis macroeconômicas
Arbitrage Pricing in Convex, Cash-Additive Markets
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters