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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. 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..
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
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