Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826): Difference between revisions
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Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options in incomplete equity markets via the instantaneous Sharpe ratio |
scientific article |
Statements
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (English)
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6 March 2012
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pricing derivative securities
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incomplete markets
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Sharpe ratio
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correlated assets
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stochastic volatility
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non-linear partial differential equations
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good deal bounds
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