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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
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Indifference prices and implied volatilities
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 372-408
Persistent link: https://www.econbiz.de/10011969157
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