A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A General Equilibrium Analysis of Option and Stock Market Interactions |
scientific article; zbMATH DE number 12201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Equilibrium Analysis of Option and Stock Market Interactions |
scientific article; zbMATH DE number 12201 |
Statements
A General Equilibrium Analysis of Option and Stock Market Interactions (English)
0 references
25 June 1992
0 references
derivative and primary securities
0 references
simultaneous pricing problem
0 references
Mossin mean-variance model
0 references
