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Dualitätstheoretische Untersuchung des Einigungsbereichs von Optionsgeschäften auf unvollkommenen Märkten

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  • Mirschel, Stefan

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  • Mirschel, Stefan, 2006. "Dualitätstheoretische Untersuchung des Einigungsbereichs von Optionsgeschäften auf unvollkommenen Märkten," Wirtschaftswissenschaftliche Diskussionspapiere 08/2006, University of Greifswald, Faculty of Law and Economics.
    • Handle: RePEc:zbw:grewdp:082006
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    1. Mirschel, Stefan & Lerm, Michael, 2004. "Zur Interpretation der Dualvariable der Mindestzielfunktionswertrestriktion im Zustandsgrenzpreismodell," Wirtschaftswissenschaftliche Diskussionspapiere 07/2004, University of Greifswald, Faculty of Law and Economics.
    2. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    3. Bergman, Yaacov Z, 1995. "Option Pricing with Differential Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 475-500.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    5. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    6. Bysikiewicz, Marcus & Matschke, Manfred Jürgen & Brösel, Gerrit, 2005. "Einige grundsätzliche Bemerkungen zur Entscheidungswertermittlung im Rahmen der Konfliktsituation vom Typ der Spaltung," Wirtschaftswissenschaftliche Diskussionspapiere 02/2005, University of Greifswald, Faculty of Law and Economics.
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