The Risk and Price Volatility of Stock Options in General Equilibrium (Q4211627)
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: The Risk and Price Volatility of Stock Options in General Equilibrium |
scientific article; zbMATH DE number 1208450
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
7 October 1998
0 references
incomplete market
0 references
valuation formulas for options
0 references
no-arbitrage
0 references
prices of options
0 references
prices of the stocks
0 references