On volatility of prices in arbitrage-free markets
type: Item
instance of: scholarly article
title: On volatility of prices in arbitrage-free markets
zbMATH Open document ID: 0836.90031
DOI: 10.1007/BF01211785
author: Ayman Hindy
published in: Economic Theory
publication date: 1996-05-02T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 829861
zbMATH Keywords: arbitrage-free securities market
zbMATH Keywords: stochastic derivatives
zbMATH Keywords: cross sectional variations in price volatility
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01211785
OpenAlex ID: W2014431221
description: scientific article; zbMATH DE number 829861