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Systemic risk tradeoffs and option prices - MaRDI portal

Systemic risk tradeoffs and option prices (Q2442518)

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scientific article
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English
Systemic risk tradeoffs and option prices
scientific article

    Statements

    title
    Systemic risk tradeoffs and option prices (English)
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    author
    Dilip B. Madan
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    Wim Schoutens
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    publication date
    3 April 2014
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    Identifiers

    zbMATH DE Number
    6278616
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    OpenAlex ID
    W3123303479
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