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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

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Publication:4211627

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DOI10.2307/3440874zbMath0916.90018OpenAlexW1607372196MaRDI QIDQ4211627

Bernhard Eckwert, Burkhard Drees

Publication date: 7 October 1998

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3440874

zbMATH Keywords

incomplete market no-arbitrage prices of options prices of the stocks valuation formulas for options

Mathematics Subject Classification ID

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