Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment
By: Valery A. Kholodnyi.
Publisher: IES Press
Published: 1998
Place of publication: Research Triangle Park, NC
Language: eng
Number of pages: 436
Subjects: Options (Finance) -- Valuation -- Mathematical models.; Derivative securities -- Valuation -- Mathematical models.; Symmetry groups.
Notes: Includes bibliographical references (p. 425-439) and index.