Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Erhan Bayraktar; Virginia Young
| Year of publication: |
2008
|
|---|---|
| Authors: | Bayraktar, Erhan ; Young, Virginia R. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 4, p. 399-429
|
| Subject: | Derivat | Derivative | Rendite | Yield | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory | Theorie | Theory | Sharpe Ratio |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003737188