Option valuation in the presence of market imperfections
By: Andreas Bell.
Series: European university studies. Series V, Economics and management,; vol. 1369 =; Europäische Hochschulschriften. Reihe V, Volks- und Betriebswirtschaft ;; Bd. 1369; Europäische Hochschulschriften.; Bd. 1369.
Publisher: P. Lang; Lang AG International Academic Publishers, Peter
Published: 1993
Place of publication: Frankfurt am Main; New York
Language: eng
Number of pages: 255
Subjects: Options (Finance) -- Valuation -- Mathematical models.; Options (Finance) -- Prices -- Mathematical models.
Notes: Includes bibliographical references (p. 246-255).
"Thesis - written ... in the course of a student exchange program between the Johann Wolfgang Goethe-Universität in Frankfurt and the University of Wisconsin"--Pref.