Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria which Support Black-Scholes Option Pricing

Autor:	Hodges, Stewart, Carverhill, Andrew
Zdroj:	The Economic Journal, 1993 Mar 01. 103(417), 395-405.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2234778 Zobrazit plný text záznamu