Pricing a nontradeable asset and its derivatives. (Q703158): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
+Normal rank
@@ Property / cites work @@
+Q4218383
@@ Property / cites work: Q4218383 / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+Projection pricing
@@ Property / cites work: Projection pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A correlation pricing formula.
@@ Property / cites work: A correlation pricing formula. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage and universal pricing.
@@ Property / cites work: Arbitrage and universal pricing. / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing a nontradeable asset and its derivatives.
@@ Property / cites work: Pricing a nontradeable asset and its derivatives. / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1023/b:jota.0000037600.85025.db
+Normal rank
@@ Property / OpenAlex ID @@
+W1989911064
@@ Property / OpenAlex ID: W1989911064 / rank @@
+Normal rank