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~isPartOf:"Annals of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~person:"Bayraktar, Erhan"
~type:"article"
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Annals of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
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Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
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