A benchmark model for financial markets
Year of publication: |
2001
|
---|---|
Authors: | Platen, Eckhard |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | financial market model | contingent claim pricing | benchmark model | growth optimal portfolio | arbitrage amount |
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