A call on art investments

DOI10.1007/S11147-011-9061-XzbMATH Open1242.91226OpenAlexW3121874474MaRDI QIDQ437102FDOQ437102

Authors: Roman Kraeussl, Christian Wiehenkamp 

Publication date: 17 July 2012

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-011-9061-x

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zbMATH Keywords

option pricingalternative investmentsart indexart market

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Pricing options in incomplete equity markets via the instantaneous Sharpe ratio

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