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The Risk and Price Volatility of Stock Options in General Equilibrium - MaRDI portal

The Risk and Price Volatility of Stock Options in General Equilibrium (Q4211627)

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scientific article; zbMATH DE number 1208450
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English
The Risk and Price Volatility of Stock Options in General Equilibrium
scientific article; zbMATH DE number 1208450

    Statements

    The Risk and Price Volatility of Stock Options in General Equilibrium (English)
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    7 October 1998
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    incomplete market
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    valuation formulas for options
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    no-arbitrage
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    prices of options
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    prices of the stocks
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