Pricing options in incomplete equity markets via the instantaneous Sharpe ratio

✍ Scribed by Erhan Bayraktar; Virginia Young

• Publisher: Springer
• Year: 2007
• Tongue: English
• Weight: 394 KB
• Volume: 4
• Category: Article
• ISSN: 1614-2446
• DOI: 10.1007/s10436-007-0084-0